+467.1%
DDOG vs IAU
+190.2%
+276.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.7% |
| 7D | -10.1% | -0.5% | -9.6% | -10.0% |
| 30D | -24.8% | +4.4% | -29.2% | -25.5% |
| 3M | -12.6% | -1.1% | -11.5% | -12.5% |
| 6M | +79.9% | -13.7% | +93.7% | +85.4% |
| YTD | +56.6% | +2.7% | +53.8% | +51.8% |
| 1Y | +61.6% | +24.6% | +36.9% | +46.2% |
| 3Y | +117.9% | +126.8% | -9.0% | +51.1% |
| 5Y | +54.2% | +139.5% | -85.3% | +1.5% |
| All | +467.1% | +190.2% | +276.9% | +276.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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