-72.8%
GRAB vs DOCU
-63.6%
-9.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -5.0% | +4.1% | -9.0% | -6.2% |
| 30D | +11.3% | +7.4% | +4.0% | +8.6% |
| 3M | -12.4% | +26.0% | -38.4% | -19.4% |
| 6M | -10.7% | +79.2% | -89.9% | -27.6% |
| YTD | -35.1% | +18.1% | -53.1% | -40.4% |
| 1Y | -41.5% | +20.5% | -62.0% | -46.8% |
| 3Y | -2.7% | +96.4% | -99.1% | -32.9% |
| 5Y | -80.2% | -69.5% | -10.7% | -77.6% |
| All | -72.8% | -63.6% | -9.1% | -72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling