+82.8%
DRI vs ITOT
+63.9%
+18.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +1.1% | +2.5% | -1.4% | -0.7% |
| 30D | +9.7% | -1.7% | +11.4% | +10.9% |
| 3M | +3.2% | -3.4% | +6.5% | +5.5% |
| 6M | +20.6% | +2.1% | +18.5% | +17.9% |
| YTD | +28.3% | +11.5% | +16.8% | +17.1% |
| 1Y | +34.5% | +13.6% | +20.9% | +21.0% |
| 3Y | +66.5% | +77.2% | -10.7% | +2.0% |
| All | +82.8% | +63.9% | +18.9% | +22.8% |
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 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