+726.4%
DECK vs FIVN
+92.2%
+634.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.4% |
| 7D | -3.7% | -17.4% | +13.8% | -0.2% |
| 30D | +0.6% | -20.4% | +21.0% | +4.7% |
| 3M | -7.3% | -9.6% | +2.3% | -6.6% |
| 6M | -10.9% | +34.7% | -45.6% | -18.6% |
| YTD | -18.5% | +40.6% | -59.1% | -28.1% |
| 1Y | +0.2% | +34.3% | -34.1% | -10.8% |
| 3Y | -19.8% | -55.5% | +35.6% | -13.2% |
| 5Y | +18.7% | -82.5% | +101.1% | +49.1% |
| All | +726.4% | +92.2% | +634.3% | +720.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling