+98.6%
DASH vs FIVN
-55.3%
+153.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | -0.3% |
| 7D | -10.2% | -22.8% | +12.5% | -5.2% |
| 30D | -8.2% | -21.3% | +13.1% | -3.8% |
| 3M | -15.9% | -14.0% | -1.9% | -14.3% |
| 6M | +13.3% | +31.1% | -17.8% | +3.0% |
| YTD | -21.3% | +40.0% | -61.3% | -31.1% |
| 1Y | -11.1% | +38.1% | -49.2% | -22.2% |
| All | +98.6% | -55.3% | +153.9% | +99.7% |
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