-71.2%
GRAB vs DOV
+14.8%
-86.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.8% |
| 7D | -10.8% | -2.0% | -8.8% | -9.8% |
| 30D | -15.5% | -8.9% | -6.6% | -11.0% |
| 3M | -9.0% | -13.3% | +4.3% | -2.1% |
| 6M | -21.6% | -9.7% | -11.9% | -18.1% |
| YTD | -38.9% | -2.5% | -36.4% | -39.5% |
| 1Y | -44.8% | +7.2% | -52.1% | -48.9% |
| 3Y | -18.4% | +39.4% | -57.9% | -39.4% |
| All | -71.2% | +14.8% | -86.0% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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