-99.9%
DFNS vs FIVN
-74.3%
-25.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -3.3% | -11.3% | +8.0% | -0.7% |
| 30D | -73.1% | -7.3% | -65.8% | -72.7% |
| 3M | -71.4% | +41.7% | -113.1% | -72.8% |
| 6M | -93.8% | +78.3% | -172.1% | -94.3% |
| YTD | -98.0% | +50.9% | -148.9% | -98.2% |
| 1Y | -98.2% | +19.7% | -117.8% | -98.3% |
| 3Y | -99.9% | -55.7% | -44.1% | -99.9% |
| 5Y | -99.9% | -82.6% | -17.3% | -99.9% |
| All | -99.9% | -74.3% | -25.5% | -99.9% |
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