+66.7%
DRI vs ITOT
+79.2%
-12.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.6% |
| 7D | -0.7% | -0.8% | 0.0% | -0.4% |
| 30D | +14.7% | -2.0% | +16.7% | +15.8% |
| 3M | +5.4% | -1.5% | +7.0% | +6.2% |
| 6M | +18.8% | +3.3% | +15.5% | +16.1% |
| YTD | +28.4% | +12.5% | +15.9% | +19.0% |
| 1Y | +37.7% | +12.6% | +25.1% | +27.5% |
| All | +66.7% | +79.2% | -12.5% | +14.1% |
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