-41.5%
GRAB vs DOCU
+18.5%
-60.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -5.0% | +4.1% | -9.0% | -5.5% |
| 30D | +11.3% | +7.4% | +4.0% | +10.0% |
| 3M | -12.4% | +26.0% | -38.4% | -15.8% |
| 6M | -10.7% | +79.2% | -89.9% | -19.4% |
| YTD | -35.1% | +18.1% | -53.1% | -37.0% |
| 1Y | -41.5% | +20.5% | -62.0% | -43.6% |
| All | -41.5% | +18.5% | -60.0% | -43.6% |
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