+212.2%
DOCN vs LYFT
-76.1%
+288.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -8.3% | +13.0% | +7.8% |
| 7D | +26.5% | -14.1% | +40.6% | +33.1% |
| 30D | +2.3% | -13.7% | +15.9% | +6.6% |
| 3M | -21.2% | +7.4% | -28.6% | -25.2% |
| 6M | +130.6% | +8.3% | +122.3% | +117.8% |
| YTD | +175.7% | -23.1% | +198.8% | +193.3% |
| 1Y | +286.6% | -19.0% | +305.5% | +297.6% |
| 3Y | +394.1% | +37.7% | +356.4% | +264.4% |
| 5Y | +92.1% | -70.5% | +162.6% | +142.8% |
| All | +212.2% | -76.1% | +288.3% | +296.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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