-96.5%
DFNS vs FIVN
+31.4%
-127.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.1% | -2.4% | -1.4% |
| 7D | -6.0% | -2.8% | -3.1% | -3.3% |
| 30D | -71.2% | -17.4% | -53.8% | -65.1% |
| 3M | -94.5% | -19.2% | -75.4% | -94.0% |
| 6M | -96.5% | +29.4% | -125.9% | -98.7% |
| All | -96.5% | +31.4% | -127.9% | -98.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling