+405.6%
DPZ vs FIVN
+253.1%
+152.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -3.5% | -22.8% | +19.2% | -0.7% |
| 30D | +5.7% | -21.3% | +27.0% | +8.4% |
| 3M | -7.5% | -14.0% | +6.5% | -6.6% |
| 6M | +6.2% | +31.1% | -24.9% | +0.9% |
| YTD | -19.8% | +40.0% | -59.8% | -25.4% |
| 1Y | -18.0% | +38.1% | -56.0% | -23.6% |
| 3Y | -8.8% | -55.7% | +46.9% | -4.5% |
| 5Y | -30.2% | -82.5% | +52.3% | -20.6% |
| 10Y | +132.0% | +92.4% | +39.6% | +106.1% |
| All | +405.6% | +253.1% | +152.5% | +336.9% |
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