-43.4%
GRAB vs DOCU
+15.8%
-59.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -1.1% |
| 7D | -0.9% | -0.4% | -0.5% | -0.9% |
| 30D | +5.7% | +12.9% | -7.2% | +3.5% |
| 3M | -11.0% | +35.1% | -46.0% | -15.7% |
| 6M | -8.8% | +76.2% | -85.0% | -17.7% |
| YTD | -33.3% | +17.2% | -50.4% | -35.0% |
| 1Y | -43.4% | +16.4% | -59.8% | -44.7% |
| All | -43.4% | +15.8% | -59.2% | -44.7% |
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