-36.6%
DT vs FIVN
-82.9%
+46.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.9% |
| 7D | +3.1% | -2.8% | +6.0% | +4.2% |
| 30D | -29.5% | -17.4% | -12.1% | -25.2% |
| 3M | -11.7% | -19.2% | +7.4% | -6.3% |
| 6M | +29.0% | +29.4% | -0.4% | +12.4% |
| YTD | +3.4% | +36.3% | -32.9% | -14.3% |
| 1Y | -4.2% | +33.5% | -37.7% | -20.2% |
| 3Y | -12.8% | -56.8% | +44.0% | +5.2% |
| All | -36.6% | -82.9% | +46.3% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling