+904.6%
ITOT vs DOC
+194.6%
+710.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | +0.1% | -1.5% | +1.6% | +0.6% |
| 30D | 0.0% | -4.8% | +4.8% | +1.6% |
| 3M | +2.0% | +6.9% | -4.9% | -0.6% |
| 6M | +13.0% | +20.7% | -7.7% | +5.1% |
| YTD | +14.0% | +34.1% | -20.2% | +2.0% |
| 1Y | +19.9% | +22.6% | -2.7% | +10.3% |
| 3Y | +75.8% | +20.8% | +55.0% | +59.5% |
| 5Y | +73.8% | -24.9% | +98.7% | +83.7% |
| 10Y | +295.9% | -1.8% | +297.7% | +261.7% |
| All | +904.6% | +194.6% | +710.0% | +452.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling