+4.1%
LULU vs DOCU
+71.3%
-67.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.9% | +7.4% | +4.1% |
| 7D | -12.6% | +0.7% | -13.2% | -13.0% |
| 30D | -19.7% | +8.0% | -27.7% | -22.2% |
| 3M | -12.2% | +41.0% | -53.2% | -22.0% |
| 6M | -39.3% | +33.7% | -73.0% | -45.5% |
| YTD | -50.3% | -4.9% | -45.5% | -50.8% |
| 1Y | -38.6% | -20.4% | -18.2% | -36.1% |
| 3Y | -74.0% | +29.6% | -103.6% | -77.0% |
| 5Y | -72.9% | -76.9% | +4.0% | -65.6% |
| All | +4.1% | +71.3% | -67.2% | -31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling