-99.9%
DFNS vs FIVN
-82.0%
-17.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.8% | -1.9% | -3.9% |
| 7D | +4.6% | -9.6% | +14.2% | +7.4% |
| 30D | -73.9% | -11.9% | -62.0% | -73.1% |
| 3M | -71.7% | +40.1% | -111.8% | -73.4% |
| 6M | -94.6% | +68.3% | -162.9% | -95.0% |
| YTD | -98.1% | +51.5% | -149.5% | -98.2% |
| 1Y | -98.3% | +15.1% | -113.4% | -98.4% |
| 3Y | -99.9% | -55.6% | -44.3% | -99.9% |
| 5Y | -99.9% | -82.4% | -17.4% | -99.9% |
| All | -99.9% | -82.0% | -17.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling