+70.5%
DOCN vs LULU
-65.0%
+135.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.0% |
| 7D | -19.2% | +3.3% | -22.5% | -20.7% |
| 30D | -43.1% | +20.6% | -63.6% | -48.9% |
| 3M | -40.7% | -11.2% | -29.5% | -39.1% |
| 6M | -55.0% | -16.1% | -38.9% | -53.2% |
| YTD | +50.6% | -46.7% | +97.3% | +102.4% |
| 1Y | +54.0% | -32.3% | +86.2% | +76.4% |
| 3Y | +203.9% | -72.8% | +276.7% | +465.2% |
| 5Y | -29.4% | -76.3% | +47.0% | +37.7% |
| All | +70.5% | -65.0% | +135.5% | +200.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling