-18.4%
GRAB vs DVA
+89.6%
-108.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -10.8% | -1.3% | -9.5% | -10.7% |
| 30D | -15.5% | 0.0% | -15.5% | -15.5% |
| 3M | -9.0% | -10.9% | +2.0% | -8.3% |
| 6M | -21.6% | +17.3% | -38.9% | -23.6% |
| YTD | -38.9% | +59.8% | -98.7% | -42.7% |
| 1Y | -44.8% | +36.3% | -81.1% | -46.9% |
| 3Y | -18.4% | +88.6% | -107.1% | -26.9% |
| All | -18.4% | +89.6% | -108.1% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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