+122.8%
IAU vs DOCU
-71.9%
+194.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.8% |
| 7D | +1.9% | -3.2% | +5.1% | +1.9% |
| 30D | -1.7% | +15.7% | -17.4% | -1.7% |
| 3M | -3.6% | +37.3% | -40.8% | -3.5% |
| 6M | -10.1% | +63.1% | -73.3% | -10.1% |
| YTD | -5.1% | +15.4% | -20.5% | -4.9% |
| 1Y | +2.6% | +11.3% | -8.7% | +2.9% |
| 3Y | +104.1% | +92.1% | +12.0% | +103.5% |
| 5Y | +122.8% | -70.5% | +193.3% | +116.8% |
| All | +122.8% | -71.9% | +194.7% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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