-71.2%
GRAB vs DRI
+138.0%
-209.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -5.3% | +0.6% | -5.8% | -5.4% |
| 30D | -8.6% | +3.8% | -12.4% | -9.9% |
| 3M | -1.2% | +13.0% | -14.2% | -6.0% |
| 6M | -16.6% | +8.3% | -24.9% | -19.6% |
| YTD | -31.5% | +20.6% | -52.1% | -37.0% |
| 1Y | -32.3% | +6.5% | -38.7% | -34.9% |
| 3Y | -10.7% | +53.7% | -64.4% | -28.8% |
| 5Y | -67.9% | +72.7% | -140.5% | -76.3% |
| All | -71.2% | +138.0% | -209.3% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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