+70.5%
DOCN vs ITOT
+90.8%
-20.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +1.6% |
| 7D | -19.2% | -2.7% | -16.5% | -13.5% |
| 30D | -43.1% | -5.2% | -37.9% | -34.4% |
| 3M | -40.7% | -4.4% | -36.3% | -32.8% |
| 6M | -55.0% | +0.4% | -55.4% | -53.6% |
| YTD | +50.6% | +8.8% | +41.8% | +31.3% |
| 1Y | +54.0% | +11.0% | +42.9% | +28.7% |
| 3Y | +203.9% | +74.4% | +129.5% | -2.0% |
| 5Y | -29.4% | +60.0% | -89.4% | -67.7% |
| All | +70.5% | +90.8% | -20.3% | -35.3% |
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