+489.1%
DDOG vs ITOT
+171.1%
+318.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -1.4% |
| 7D | +3.9% | -0.9% | +4.8% | +5.1% |
| 30D | -8.2% | -1.5% | -6.7% | -6.3% |
| 3M | -5.6% | +3.6% | -9.1% | -10.0% |
| 6M | +73.5% | +13.7% | +59.8% | +45.5% |
| YTD | +62.7% | +12.9% | +49.7% | +38.2% |
| 1Y | +59.0% | +17.2% | +41.8% | +28.6% |
| 3Y | +117.1% | +75.6% | +41.5% | +3.2% |
| 5Y | +61.3% | +75.5% | -14.2% | -18.7% |
| All | +489.1% | +171.1% | +318.0% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling