+459.9%
DDOG vs ITOT
+172.0%
+287.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.5% |
| 7D | -6.1% | +0.7% | -6.7% | -6.9% |
| 30D | -10.1% | -1.1% | -9.0% | -8.7% |
| 3M | -9.3% | +3.9% | -13.1% | -13.8% |
| 6M | +67.2% | +14.7% | +52.4% | +38.6% |
| YTD | +54.6% | +13.3% | +41.3% | +30.8% |
| 1Y | +54.1% | +19.1% | +34.9% | +21.9% |
| 3Y | +115.3% | +77.3% | +37.9% | +1.1% |
| 5Y | +50.6% | +74.1% | -23.4% | -23.6% |
| All | +459.9% | +172.0% | +287.8% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling