-18.4%
GRAB vs DTE
+43.4%
-61.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | -10.8% | -2.6% | -8.2% | -10.5% |
| 30D | -15.5% | -4.4% | -11.1% | -15.0% |
| 3M | -9.0% | -8.3% | -0.6% | -7.9% |
| 6M | -21.6% | -8.1% | -13.5% | -20.7% |
| YTD | -38.9% | +4.4% | -43.3% | -39.8% |
| 1Y | -44.8% | +0.2% | -45.0% | -45.1% |
| 3Y | -18.4% | +42.6% | -61.1% | -21.2% |
| All | -18.4% | +43.4% | -61.9% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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