+36.0%
DOCS vs ITOT
+78.3%
-42.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.9% |
| 7D | -0.6% | -0.5% | 0.0% | 0.0% |
| 30D | +6.3% | -3.4% | +9.7% | +10.5% |
| 3M | +26.5% | -3.1% | +29.6% | +31.0% |
| 6M | +24.8% | +2.2% | +22.6% | +21.5% |
| YTD | -26.8% | +11.0% | -37.8% | -35.4% |
| 1Y | -38.3% | +11.4% | -49.7% | -45.8% |
| 3Y | +36.0% | +76.4% | -40.3% | -39.6% |
| All | +36.0% | +78.3% | -42.3% | -39.6% |
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 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