+94.9%
DOCU vs ITOT
+79.2%
+15.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +1.8% |
| 7D | -0.4% | -0.8% | +0.3% | +0.2% |
| 30D | +12.9% | -2.0% | +15.0% | +15.2% |
| 3M | +35.1% | -1.5% | +36.6% | +36.8% |
| 6M | +76.2% | +3.3% | +72.9% | +68.5% |
| YTD | +17.2% | +12.5% | +4.7% | +0.8% |
| 1Y | +16.4% | +12.6% | +3.8% | -0.1% |
| All | +94.9% | +79.2% | +15.7% | -9.0% |
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