+60.1%
DOCN vs LULU
-74.5%
+134.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -17.4% | +20.2% | +12.0% |
| 7D | +1.1% | -16.7% | +17.9% | +9.7% |
| 30D | -9.6% | -18.5% | +8.9% | -1.9% |
| 3M | -37.7% | -19.5% | -18.2% | -33.1% |
| 6M | +115.2% | -41.9% | +157.1% | +177.2% |
| YTD | +133.7% | -51.6% | +185.3% | +235.5% |
| 1Y | +250.2% | -51.2% | +301.3% | +383.5% |
| 3Y | +320.3% | -75.1% | +395.4% | +730.9% |
| All | +60.1% | -74.5% | +134.6% | +235.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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