-31.1%
DOCN vs IAU
+124.6%
-155.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.8% | -16.7% | -16.1% |
| 7D | -29.3% | +1.9% | -31.2% | -29.7% |
| 30D | -46.0% | -1.7% | -44.3% | -45.7% |
| 3M | -43.2% | -3.6% | -39.6% | -42.5% |
| 6M | -53.7% | -10.1% | -43.6% | -52.5% |
| YTD | +46.9% | -5.1% | +52.1% | +46.4% |
| 1Y | +54.3% | +2.6% | +51.7% | +50.4% |
| 3Y | +185.5% | +104.1% | +81.5% | +107.2% |
| 5Y | -31.1% | +122.8% | -153.9% | -58.5% |
| All | -31.1% | +124.6% | -155.7% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling