+61.7%
DDOG vs ITOT
+71.8%
-10.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -0.5% |
| 7D | +3.2% | -2.0% | +5.3% | +6.9% |
| 30D | -10.2% | -2.0% | -8.2% | -7.0% |
| 3M | -2.6% | +4.5% | -7.1% | -10.0% |
| 6M | +80.1% | +12.6% | +67.5% | +45.1% |
| YTD | +63.0% | +12.0% | +51.0% | +33.2% |
| 1Y | +59.4% | +17.3% | +42.1% | +19.8% |
| 3Y | +127.0% | +75.2% | +51.8% | -22.0% |
| 5Y | +61.7% | +74.0% | -12.4% | -35.8% |
| All | +61.7% | +71.8% | -10.2% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling