-77.2%
DFNS vs FIVN
+37.7%
-114.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +6.4% |
| 7D | -16.0% | -2.3% | -13.7% | -10.8% |
| 30D | -77.7% | +12.4% | -90.1% | -91.2% |
| 3M | -77.2% | +36.0% | -113.2% | -95.0% |
| All | -77.2% | +37.7% | -114.9% | -95.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling