+10.7%
DOC vs FIVN
+357.2%
-346.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +3.0% |
| 7D | +8.7% | -3.4% | +12.1% | +9.0% |
| 30D | +7.6% | +5.8% | +1.9% | +7.1% |
| 3M | -5.3% | +22.0% | -27.3% | -7.1% |
| 6M | +27.6% | +55.7% | -28.1% | +22.3% |
| YTD | +32.4% | +81.3% | -48.9% | +24.3% |
| 1Y | +22.9% | +58.0% | -35.1% | +16.5% |
| 3Y | +43.1% | -42.6% | +85.7% | +45.0% |
| 5Y | -21.4% | -76.3% | +54.9% | -17.3% |
| 10Y | +16.8% | +165.3% | -148.5% | +8.5% |
| All | +10.7% | +357.2% | -346.5% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling