-71.3%
GRAB vs DOCU
-65.0%
-6.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.4% | -1.5% |
| 7D | +25.8% | -5.5% | +31.4% | +28.0% |
| 30D | +10.7% | +12.6% | -1.9% | +6.2% |
| 3M | -7.1% | +36.4% | -43.5% | -16.8% |
| 6M | -9.5% | +66.8% | -76.3% | -25.0% |
| YTD | -31.7% | +13.5% | -45.1% | -36.5% |
| 1Y | -39.4% | +11.3% | -50.7% | -43.4% |
| 3Y | +8.6% | +92.1% | -83.5% | -24.7% |
| 5Y | -71.4% | -71.0% | -0.4% | -67.1% |
| All | -71.3% | -65.0% | -6.3% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling