+171.8%
DLR vs FIVN
+115.6%
+56.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -1.3% | -11.3% | +10.0% | +0.2% |
| 30D | -2.9% | -7.3% | +4.4% | -2.1% |
| 3M | +3.2% | +41.7% | -38.5% | -2.2% |
| 6M | +3.9% | +78.3% | -74.4% | -5.8% |
| YTD | +21.4% | +50.9% | -29.4% | +12.0% |
| 1Y | +9.7% | +19.7% | -10.0% | +4.2% |
| 3Y | +56.5% | -55.7% | +112.3% | +66.9% |
| 5Y | +41.5% | -82.6% | +124.1% | +64.3% |
| All | +171.8% | +115.6% | +56.1% | +125.4% |
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