-76.2%
LULU vs DOCU
-71.0%
-5.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | +3.3% | -5.5% | +8.9% | +5.1% |
| 30D | +20.6% | +12.6% | +7.9% | +16.1% |
| 3M | -11.2% | +36.4% | -47.6% | -20.2% |
| 6M | -16.1% | +66.8% | -82.9% | -29.7% |
| YTD | -46.7% | +13.5% | -60.2% | -50.1% |
| 1Y | -32.3% | +11.3% | -43.6% | -36.4% |
| 3Y | -72.8% | +92.1% | -164.9% | -78.4% |
| All | -76.2% | -71.0% | -5.2% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling