-68.1%
GRAB vs DOCU
-78.0%
+9.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -1.1% |
| 7D | -5.3% | +6.9% | -12.2% | -7.3% |
| 30D | -8.6% | +19.0% | -27.6% | -13.7% |
| 3M | -1.2% | +34.3% | -35.5% | -10.8% |
| 6M | -16.6% | +48.0% | -64.6% | -27.8% |
| YTD | -31.5% | 0.0% | -31.5% | -33.1% |
| 1Y | -32.3% | -10.3% | -22.0% | -32.0% |
| 3Y | -10.7% | +32.4% | -43.1% | -28.0% |
| All | -68.1% | -78.0% | +9.9% | -65.2% |
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