+240.7%
DOCN vs ITOT
+79.2%
+161.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.3% | +8.3% | +6.6% |
| 7D | +3.7% | -0.8% | +4.5% | +7.0% |
| 30D | -33.7% | -2.0% | -31.6% | -28.9% |
| 3M | -27.9% | -1.5% | -26.4% | -23.3% |
| 6M | -46.4% | +3.3% | -49.8% | -48.1% |
| YTD | +81.1% | +12.5% | +68.6% | +48.7% |
| 1Y | +74.3% | +12.6% | +61.7% | +43.2% |
| All | +240.7% | +79.2% | +161.5% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling