-71.2%
GRAB vs DPZ
-5.8%
-65.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.7% |
| 7D | -5.3% | -2.5% | -2.7% | -4.3% |
| 30D | -8.6% | -7.0% | -1.6% | -6.1% |
| 3M | -1.2% | +11.6% | -12.8% | -5.8% |
| 6M | -16.6% | -15.2% | -1.4% | -11.9% |
| YTD | -31.5% | -17.2% | -14.2% | -27.1% |
| 1Y | -32.3% | -24.8% | -7.4% | -25.3% |
| 3Y | -10.7% | -8.7% | -2.0% | -12.8% |
| 5Y | -67.9% | -28.9% | -38.9% | -66.4% |
| All | -71.2% | -5.8% | -65.4% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling