-69.7%
DOCU vs ITOT
+65.7%
-135.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.8% |
| 7D | +1.6% | +3.3% | -1.7% | -4.0% |
| 30D | +10.8% | -2.5% | +13.3% | +14.8% |
| 3M | +38.0% | -2.3% | +40.3% | +42.2% |
| 6M | +77.4% | +3.0% | +74.4% | +65.3% |
| YTD | +17.2% | +11.9% | +5.3% | -6.9% |
| 1Y | +15.6% | +12.0% | +3.5% | -8.4% |
| 3Y | +95.6% | +77.8% | +17.8% | -40.9% |
| 5Y | -69.7% | +65.0% | -134.7% | -87.7% |
| All | -69.7% | +65.7% | -135.4% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling