+70.5%
DOCN vs IAU
+131.6%
-61.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.8% |
| 7D | -19.2% | +4.7% | -23.9% | -20.4% |
| 30D | -43.1% | -0.9% | -42.2% | -42.8% |
| 3M | -40.7% | -4.4% | -36.3% | -39.9% |
| 6M | -55.0% | -13.5% | -41.5% | -53.4% |
| YTD | +50.6% | -5.9% | +56.5% | +50.6% |
| 1Y | +54.0% | +1.9% | +52.1% | +50.6% |
| 3Y | +203.9% | +104.1% | +99.8% | +125.8% |
| 5Y | -29.4% | +121.0% | -150.4% | -52.1% |
| All | +70.5% | +131.6% | -61.1% | +10.0% |
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