+37.2%
DAR vs FIVN
-56.5%
+93.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.5% |
| 7D | +11.6% | -2.8% | +14.4% | +11.9% |
| 30D | -10.2% | -17.4% | +7.2% | -8.6% |
| 3M | -14.8% | -19.2% | +4.3% | -13.5% |
| 6M | -10.1% | +29.4% | -39.4% | -15.7% |
| YTD | +55.5% | +36.3% | +19.3% | +42.4% |
| 1Y | +61.7% | +33.5% | +28.2% | +48.4% |
| 3Y | +37.2% | -56.8% | +94.0% | +58.8% |
| All | +37.2% | -56.5% | +93.6% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 3y: compounded portfolio wealth divided by compounded FIVN 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…
3y analysis · Full analysis span regression · 6 months rolling