+102.5%
DD vs FIVN
+292.8%
-190.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +5.9% | +0.6% |
| 7D | -0.6% | -8.2% | +7.6% | +0.5% |
| 30D | -7.4% | -8.1% | +0.7% | -6.6% |
| 3M | -6.4% | +34.9% | -41.3% | -10.9% |
| 6M | -2.5% | +72.6% | -75.1% | -11.3% |
| YTD | +10.2% | +55.8% | -45.5% | +1.2% |
| 1Y | +36.9% | +17.1% | +19.8% | +30.4% |
| 3Y | +47.0% | -54.3% | +101.3% | +53.7% |
| 5Y | +63.1% | -81.6% | +144.7% | +81.4% |
| 10Y | +68.2% | +109.2% | -41.0% | +38.5% |
| All | +102.5% | +292.8% | -190.3% | +53.3% |
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