-74.7%
GRAB vs DVA
+63.8%
-138.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | -12.0% | -0.2% | -11.8% | -12.0% |
| 30D | -19.5% | +1.7% | -21.2% | -19.6% |
| 3M | -8.0% | -8.7% | +0.7% | -7.8% |
| 6M | -22.2% | +19.7% | -41.9% | -23.0% |
| YTD | -39.7% | +59.6% | -99.3% | -41.0% |
| 1Y | -43.2% | +37.1% | -80.3% | -44.0% |
| 3Y | -19.1% | +89.8% | -108.9% | -19.6% |
| 5Y | -72.0% | +47.4% | -119.4% | -72.4% |
| All | -74.7% | +63.8% | -138.5% | -74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling