-55.0%
DOCN vs ITOT
+1.1%
-56.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +1.3% |
| 7D | -19.2% | -2.7% | -16.5% | -11.2% |
| 30D | -43.1% | -5.2% | -37.9% | -30.5% |
| 3M | -40.7% | -4.4% | -36.3% | -29.2% |
| 6M | -55.0% | +0.4% | -55.4% | -53.8% |
| All | -55.0% | +1.1% | -56.1% | -53.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling