-5.7%
DT vs FIVN
+55.4%
-61.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -1.0% |
| 7D | -25.5% | -3.4% | -22.1% | -24.7% |
| 30D | -22.3% | +5.8% | -28.1% | -23.7% |
| 3M | +2.3% | +22.0% | -19.7% | -4.5% |
| 6M | +20.7% | +55.7% | -35.0% | +3.3% |
| YTD | +7.9% | +81.3% | -73.4% | -15.1% |
| 1Y | -5.7% | +58.0% | -63.7% | -24.8% |
| All | -5.7% | +55.4% | -61.2% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling