-72.8%
GRAB vs DPZ
-5.1%
-67.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -1.0% |
| 7D | -5.0% | +2.2% | -7.2% | -5.8% |
| 30D | +11.3% | +15.5% | -4.1% | +5.3% |
| 3M | -12.4% | -2.0% | -10.4% | -11.8% |
| 6M | -10.7% | +12.1% | -22.9% | -15.1% |
| YTD | -35.1% | -16.6% | -18.5% | -31.2% |
| 1Y | -41.5% | -14.6% | -26.9% | -38.8% |
| 3Y | -2.7% | -4.1% | +1.4% | -6.8% |
| 5Y | -80.2% | -28.3% | -51.9% | -79.3% |
| All | -72.8% | -5.1% | -67.7% | -76.9% |
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 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