+59.7%
ITOT vs DOC
-21.4%
+81.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -2.7% | +6.5% | -9.1% | -4.4% |
| 30D | -5.2% | +9.2% | -14.3% | -7.7% |
| 3M | -4.4% | -2.5% | -1.9% | -3.8% |
| 6M | +0.4% | +7.1% | -6.7% | -2.2% |
| YTD | +8.8% | +33.0% | -24.2% | -2.0% |
| 1Y | +11.0% | +23.3% | -12.2% | +2.6% |
| 3Y | +74.4% | +44.9% | +29.5% | +47.5% |
| All | +59.7% | -21.4% | +81.1% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling