-26.2%
DOCN vs IAU
+114.3%
-140.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.4% |
| 7D | -12.1% | +2.8% | -14.9% | -13.0% |
| 30D | -41.0% | -4.0% | -37.0% | -40.2% |
| 3M | -38.7% | -8.2% | -30.5% | -37.1% |
| 6M | -51.5% | -14.8% | -36.7% | -49.6% |
| YTD | +65.3% | -6.7% | +71.9% | +65.4% |
| 1Y | +53.9% | -2.2% | +56.1% | +51.9% |
| 3Y | +215.6% | +106.7% | +108.8% | +126.5% |
| 5Y | -26.2% | +114.8% | -141.0% | -51.1% |
| All | -26.2% | +114.3% | -140.5% | -51.1% |
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