-80.4%
LYFT vs DPZ
+33.7%
-114.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.7% |
| 7D | -8.4% | -8.6% | +0.3% | -4.8% |
| 30D | -7.6% | -11.9% | +4.3% | -2.6% |
| 3M | +11.7% | +0.4% | +11.3% | +11.0% |
| 6M | +15.1% | -19.9% | +35.0% | +25.0% |
| YTD | -20.9% | -24.4% | +3.5% | -12.1% |
| 1Y | -16.4% | -30.4% | +14.1% | -4.0% |
| 3Y | +35.2% | -17.4% | +52.6% | +43.2% |
| 5Y | -69.4% | -34.6% | -34.8% | -65.8% |
| All | -80.4% | +33.7% | -114.1% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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