-74.3%
GRAB vs DPZ
-14.0%
-60.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.0% |
| 7D | -10.8% | -8.6% | -2.2% | -7.6% |
| 30D | -15.5% | -11.9% | -3.6% | -11.4% |
| 3M | -9.0% | +0.4% | -9.4% | -9.5% |
| 6M | -21.6% | -19.9% | -1.7% | -15.3% |
| YTD | -38.9% | -24.4% | -14.5% | -32.7% |
| 1Y | -44.8% | -30.4% | -14.4% | -37.4% |
| 3Y | -18.4% | -17.4% | -1.1% | -17.1% |
| 5Y | -71.6% | -34.6% | -37.0% | -69.3% |
| All | -74.3% | -14.0% | -60.4% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 10y: compounded portfolio wealth divided by compounded DPZ 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…
10y analysis · Full analysis span regression · 6 months rolling