+164.6%
DOCN vs LYFT
-73.2%
+237.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +6.0% | +4.0% |
| 7D | +1.1% | -5.5% | +6.7% | +3.1% |
| 30D | -9.6% | +1.5% | -11.1% | -10.9% |
| 3M | -37.7% | +18.4% | -56.1% | -42.6% |
| 6M | +115.2% | +20.8% | +94.4% | +96.0% |
| YTD | +133.7% | -13.7% | +147.4% | +139.4% |
| 1Y | +250.2% | -0.4% | +250.6% | +234.4% |
| 3Y | +320.3% | +35.5% | +284.8% | +214.9% |
| 5Y | +53.1% | -65.3% | +118.4% | +84.5% |
| All | +164.6% | -73.2% | +237.8% | +223.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling