+7.4%
DASH vs FIVN
-80.6%
+88.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -3.6% |
| 7D | -10.6% | -2.3% | -8.3% | -9.7% |
| 30D | +2.2% | +12.4% | -10.2% | -4.2% |
| 3M | +32.3% | +36.0% | -3.7% | +13.5% |
| 6M | +19.1% | +86.0% | -66.9% | -13.6% |
| YTD | -6.5% | +65.9% | -72.4% | -29.6% |
| 1Y | -14.9% | +26.5% | -41.4% | -28.3% |
| 3Y | +151.9% | -54.2% | +206.2% | +217.9% |
| All | +7.4% | -80.6% | +88.0% | +106.7% |
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 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