+72.2%
DOCU vs ITOT
+212.7%
-140.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +4.1% |
| 7D | +6.9% | +0.1% | +6.8% | +6.7% |
| 30D | +19.0% | 0.0% | +19.0% | +19.1% |
| 3M | +34.3% | +2.0% | +32.3% | +30.6% |
| 6M | +48.0% | +13.0% | +35.0% | +24.7% |
| YTD | 0.0% | +14.0% | -14.0% | -16.6% |
| 1Y | -10.3% | +19.9% | -30.2% | -30.1% |
| 3Y | +32.4% | +75.8% | -43.4% | -37.8% |
| 5Y | -77.9% | +73.8% | -151.8% | -88.7% |
| All | +72.2% | +212.7% | -140.5% | -43.8% |
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