-2.7%
GRAB vs DPZ
-4.7%
+2.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.7% |
| 7D | -5.0% | +2.2% | -7.2% | -5.6% |
| 30D | +11.3% | +15.5% | -4.1% | +7.2% |
| 3M | -12.4% | -2.0% | -10.4% | -12.2% |
| 6M | -10.7% | +12.1% | -22.9% | -13.4% |
| YTD | -35.1% | -16.6% | -18.5% | -32.7% |
| 1Y | -41.5% | -14.6% | -26.9% | -39.9% |
| 3Y | -2.7% | -4.1% | +1.4% | +2.2% |
| All | -2.7% | -4.7% | +2.0% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling