+22.3%
DBX vs FIVN
+6.8%
+15.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.7% |
| 7D | -2.4% | -2.3% | -0.1% | -1.8% |
| 30D | -0.5% | +12.4% | -12.9% | -4.3% |
| 3M | +28.1% | +36.0% | -8.0% | +16.0% |
| 6M | +33.1% | +86.0% | -52.9% | +8.6% |
| YTD | +25.3% | +65.9% | -40.6% | +4.7% |
| 1Y | +18.3% | +26.5% | -8.2% | +5.9% |
| 3Y | +25.0% | -54.2% | +79.2% | +42.2% |
| 5Y | +7.5% | -80.5% | +88.0% | +49.9% |
| All | +22.3% | +6.8% | +15.5% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling