+115.6%
DT vs FIVN
-49.2%
+164.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -2.5% | -11.3% | +8.8% | +2.2% |
| 30D | +3.5% | -7.3% | +10.8% | +6.5% |
| 3M | +26.7% | +41.7% | -15.0% | +7.5% |
| 6M | +36.1% | +78.3% | -42.1% | +2.3% |
| YTD | +18.6% | +50.9% | -32.2% | -5.7% |
| 1Y | +7.9% | +19.7% | -11.8% | -6.3% |
| 3Y | +8.6% | -55.7% | +64.3% | +33.9% |
| 5Y | -26.7% | -82.6% | +55.9% | +33.6% |
| All | +115.6% | -49.2% | +164.8% | +85.2% |
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