-72.0%
GRAB vs DPZ
-34.0%
-38.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | -12.0% | -8.6% | -3.4% | -8.8% |
| 30D | -19.5% | -11.2% | -8.3% | -15.7% |
| 3M | -8.0% | +1.4% | -9.4% | -8.9% |
| 6M | -22.2% | -19.9% | -2.3% | -15.7% |
| YTD | -39.7% | -23.0% | -16.7% | -33.8% |
| 1Y | -43.2% | -28.2% | -15.0% | -36.0% |
| 3Y | -19.1% | -14.2% | -4.9% | -19.6% |
| 5Y | -72.0% | -33.4% | -38.6% | -69.9% |
| All | -72.0% | -34.0% | -38.0% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling