-38.9%
LULU vs DOCU
+15.6%
-54.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -6.5% | +1.6% | -8.1% | -6.9% |
| 30D | +10.7% | +10.8% | -0.1% | +8.0% |
| 3M | -13.6% | +38.0% | -51.5% | -21.1% |
| 6M | -16.5% | +77.4% | -93.9% | -30.0% |
| YTD | -49.7% | +17.2% | -66.9% | -55.1% |
| 1Y | -38.9% | +15.6% | -54.4% | -45.3% |
| All | -38.9% | +15.6% | -54.4% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling