+103.1%
DOCN vs IAU
+121.0%
-17.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | +19.1% | -4.6% | +23.7% | +20.6% |
| 30D | -21.0% | -5.4% | -15.6% | -19.7% |
| 3M | -34.7% | -10.9% | -23.9% | -32.6% |
| 6M | -45.8% | -17.4% | -28.4% | -43.2% |
| YTD | +79.4% | -10.2% | +89.6% | +81.7% |
| 1Y | +91.0% | -7.1% | +98.1% | +91.5% |
| 3Y | +237.5% | +97.7% | +139.7% | +152.7% |
| 5Y | -30.4% | +105.3% | -135.7% | -51.9% |
| All | +103.1% | +121.0% | -17.9% | +32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling