+181.2%
DLR vs FIVN
+86.2%
+94.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.5% |
| 7D | +3.3% | -2.8% | +6.2% | +3.7% |
| 30D | +4.6% | -17.4% | +22.0% | +6.7% |
| 3M | -8.3% | -19.2% | +10.9% | -6.5% |
| 6M | -5.6% | +29.4% | -35.0% | -10.3% |
| YTD | +18.7% | +36.3% | -17.5% | +10.2% |
| 1Y | +17.1% | +33.5% | -16.4% | +8.9% |
| 3Y | +54.4% | -56.8% | +111.2% | +64.1% |
| 5Y | +36.5% | -83.0% | +119.5% | +58.3% |
| All | +181.2% | +86.2% | +94.9% | +141.5% |
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