+31.0%
DIS vs FIVN
+92.2%
-61.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +0.9% | -17.4% | +18.3% | +3.2% |
| 30D | +8.9% | -20.4% | +29.3% | +11.8% |
| 3M | +14.5% | -9.6% | +24.2% | +15.0% |
| 6M | +12.2% | +34.7% | -22.5% | +5.3% |
| YTD | +4.7% | +40.6% | -35.9% | -4.0% |
| 1Y | +2.8% | +34.3% | -31.5% | -5.2% |
| 3Y | +38.1% | -55.5% | +93.6% | +44.9% |
| 5Y | -23.6% | -82.5% | +58.8% | -13.6% |
| All | +31.0% | +92.2% | -61.1% | +21.8% |
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