-7.0%
DASH vs FIVN
-81.1%
+74.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -17.6% | +17.5% | +6.7% |
| 7D | +0.4% | -22.6% | +23.0% | +10.1% |
| 30D | -6.0% | -16.8% | +10.7% | -0.5% |
| 3M | -15.8% | -0.9% | -14.9% | -19.1% |
| 6M | +7.0% | +28.4% | -21.4% | -9.2% |
| YTD | -20.7% | +40.2% | -60.9% | -37.7% |
| 1Y | -8.5% | +30.5% | -39.1% | -26.5% |
| 3Y | +101.8% | -56.2% | +158.0% | +148.1% |
| All | -7.0% | -81.1% | +74.2% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling