-100.0%
DFNS vs FIVN
-55.3%
-44.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.2% | +11.6% | +12.2% |
| 7D | -13.0% | -22.8% | +9.8% | -2.0% |
| 30D | -56.9% | -21.3% | -35.6% | -52.4% |
| 3M | -93.2% | -14.0% | -79.2% | -92.9% |
| 6M | -95.4% | +31.1% | -126.5% | -95.9% |
| YTD | -99.5% | +40.0% | -139.5% | -99.6% |
| 1Y | -99.6% | +38.1% | -137.7% | -99.7% |
| All | -100.0% | -55.3% | -44.7% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling