-29.3%
DASH vs FIVN
-82.9%
+53.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.6% |
| 7D | -4.5% | -2.8% | -1.7% | -3.5% |
| 30D | -6.8% | -17.4% | +10.6% | -0.9% |
| 3M | -20.7% | -19.2% | -1.5% | -16.1% |
| 6M | +15.1% | +29.4% | -14.3% | -3.3% |
| YTD | -24.3% | +36.3% | -60.5% | -40.3% |
| 1Y | -12.1% | +33.5% | -45.6% | -30.4% |
| 3Y | +91.1% | -56.8% | +147.9% | +136.6% |
| All | -29.3% | -82.9% | +53.6% | +61.4% |
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