+44.7%
DG vs ITOT
+14.7%
+30.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.5% | +7.0% | +7.7% |
| 7D | +12.3% | -0.7% | +12.9% | +12.6% |
| 30D | +19.3% | -1.1% | +20.4% | +19.9% |
| 3M | +11.9% | -0.8% | +12.7% | +12.2% |
| 6M | +25.0% | +7.0% | +18.0% | +18.7% |
| YTD | +8.7% | +13.3% | -4.6% | -0.9% |
| 1Y | +44.7% | +14.8% | +29.9% | +30.9% |
| All | +44.7% | +14.7% | +30.0% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling