-41.9%
GRAB vs DOCU
+11.6%
-53.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.2% | +7.5% | +7.7% |
| 7D | +22.2% | -3.7% | +25.9% | +22.8% |
| 30D | +6.0% | +15.0% | -9.0% | +3.6% |
| 3M | -9.7% | +39.9% | -49.6% | -14.9% |
| 6M | -7.2% | +66.2% | -73.3% | -15.6% |
| YTD | -32.7% | +17.7% | -50.4% | -34.4% |
| 1Y | -41.9% | +13.7% | -55.6% | -42.6% |
| All | -41.9% | +11.6% | -53.5% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DOCU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling