+164.6%
DOCN vs ITOT
+99.9%
+64.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +3.5% |
| 7D | +1.1% | +0.1% | +1.0% | +0.9% |
| 30D | -9.6% | 0.0% | -9.6% | -9.4% |
| 3M | -37.7% | +2.0% | -39.6% | -39.6% |
| 6M | +115.2% | +13.0% | +102.2% | +67.2% |
| YTD | +133.7% | +14.0% | +119.8% | +79.5% |
| 1Y | +250.2% | +19.9% | +230.2% | +142.7% |
| 3Y | +320.3% | +75.8% | +244.5% | +31.3% |
| 5Y | +53.1% | +73.8% | -20.7% | -41.5% |
| All | +164.6% | +99.9% | +64.7% | -11.6% |
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