-30.3%
LULU vs DOC
+21.8%
-52.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.1% | +1.7% | +3.7% |
| 7D | +6.5% | +8.7% | -2.2% | +3.7% |
| 30D | +20.3% | +7.6% | +12.7% | +17.5% |
| 3M | -8.9% | -5.3% | -3.7% | -8.1% |
| 6M | -13.1% | +27.6% | -40.7% | -17.8% |
| YTD | -46.1% | +32.4% | -78.5% | -50.5% |
| 1Y | -30.3% | +22.9% | -53.1% | -32.9% |
| All | -30.3% | +21.8% | -52.1% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling