+8.3%
LULU vs DOCU
+110.9%
-102.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.2% | -5.9% | -3.6% |
| 7D | -4.1% | -0.4% | -3.7% | -4.0% |
| 30D | +13.5% | +12.9% | +0.6% | +9.2% |
| 3M | -14.5% | +35.1% | -49.5% | -22.9% |
| 6M | -15.0% | +76.2% | -91.1% | -29.9% |
| YTD | -48.3% | +17.2% | -65.5% | -52.1% |
| 1Y | -36.7% | +16.4% | -53.1% | -41.4% |
| 3Y | -74.0% | +95.6% | -169.6% | -79.8% |
| 5Y | -76.3% | -68.5% | -7.8% | -72.7% |
| All | +8.3% | +110.9% | -102.6% | -33.8% |
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 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