+95.3%
DOCU vs ITOT
+198.5%
-103.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -2.2% |
| 7D | -5.5% | -2.7% | -2.9% | -2.4% |
| 30D | +12.6% | -5.2% | +17.8% | +20.1% |
| 3M | +36.4% | -4.4% | +40.8% | +43.7% |
| 6M | +66.8% | +0.4% | +66.4% | +64.1% |
| YTD | +13.5% | +8.8% | +4.7% | -0.2% |
| 1Y | +11.3% | +11.0% | +0.3% | -4.7% |
| 3Y | +92.1% | +74.4% | +17.6% | -9.6% |
| 5Y | -71.0% | +60.0% | -131.0% | -83.9% |
| All | +95.3% | +198.5% | -103.1% | -32.8% |
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