-80.2%
GRAB vs DOCU
-69.1%
-11.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -6.9% | +1.6% | -8.5% | -7.3% |
| 30D | +8.7% | +10.8% | -2.1% | +5.0% |
| 3M | -10.2% | +38.0% | -48.2% | -19.5% |
| 6M | -11.0% | +77.4% | -88.4% | -27.0% |
| YTD | -35.1% | +17.2% | -52.2% | -40.0% |
| 1Y | -44.0% | +15.6% | -59.6% | -48.2% |
| 3Y | -0.9% | +95.6% | -96.5% | -30.9% |
| 5Y | -80.2% | -69.7% | -10.5% | -82.5% |
| All | -80.2% | -69.1% | -11.2% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling