+97.7%
DOCN vs IAU
+131.6%
-33.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.7% | -10.8% | -8.3% |
| 7D | -20.0% | -0.3% | -19.8% | -19.9% |
| 30D | -38.8% | -1.9% | -36.9% | -38.3% |
| 3M | -34.8% | -0.4% | -34.4% | -34.5% |
| 6M | -22.8% | -10.1% | -12.7% | -20.6% |
| YTD | +74.6% | -5.9% | +80.5% | +74.7% |
| 1Y | +116.4% | +2.9% | +113.5% | +111.4% |
| 3Y | +239.3% | +102.4% | +136.9% | +153.0% |
| 5Y | -20.2% | +124.0% | -144.2% | -46.0% |
| All | +97.7% | +131.6% | -33.9% | +27.5% |
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 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