+556.0%
DG vs ITOT
+821.2%
-265.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.5% | -3.7% |
| 7D | -2.5% | +0.7% | -3.1% | -2.8% |
| 30D | +1.0% | -1.1% | +2.1% | +1.6% |
| 3M | +20.3% | +3.9% | +16.4% | +17.9% |
| 6M | -11.7% | +14.7% | -26.5% | -17.8% |
| YTD | -2.3% | +13.3% | -15.7% | -8.5% |
| 1Y | +20.0% | +19.1% | +0.9% | +9.6% |
| 3Y | +7.2% | +77.3% | -70.1% | -22.5% |
| 5Y | -37.9% | +74.1% | -112.0% | -55.2% |
| 10Y | +107.3% | +293.1% | -185.8% | -7.8% |
| All | +556.0% | +821.2% | -265.2% | +84.1% |
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