+3,617.4%
DLR vs ITOT
+891.6%
+2,725.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +1.1% |
| 7D | +3.4% | +0.7% | +2.7% | +2.7% |
| 30D | -2.2% | -1.1% | -1.1% | -1.2% |
| 3M | +4.7% | +3.9% | +0.8% | +0.7% |
| 6M | +9.0% | +14.7% | -5.7% | -5.0% |
| YTD | +24.1% | +13.3% | +10.8% | +9.5% |
| 1Y | +20.9% | +19.1% | +1.8% | +1.5% |
| 3Y | +60.0% | +77.3% | -17.3% | -9.8% |
| 5Y | +35.3% | +74.1% | -38.8% | -22.9% |
| 10Y | +165.8% | +293.1% | -127.4% | -39.5% |
| All | +3,617.4% | +891.6% | +2,725.9% | +224.0% |
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