+292.0%
ITOT vs DOC
+23.6%
+268.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -0.8% | +1.0% | -1.8% | -1.1% |
| 30D | -2.0% | +8.1% | -10.2% | -4.6% |
| 3M | -1.5% | +0.9% | -2.4% | -2.0% |
| 6M | +3.3% | +6.3% | -3.0% | +0.7% |
| YTD | +12.5% | +33.8% | -21.3% | +0.5% |
| 1Y | +12.6% | +21.6% | -9.0% | +3.9% |
| 3Y | +78.6% | +53.4% | +25.3% | +48.7% |
| 5Y | +67.0% | -21.0% | +88.0% | +74.9% |
| 10Y | +292.0% | +22.5% | +269.5% | +254.0% |
| All | +292.0% | +23.6% | +268.4% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling