+87.8%
DT vs FIVN
-54.1%
+141.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +1.0% |
| 7D | +3.1% | -2.8% | +6.0% | +4.3% |
| 30D | -29.5% | -17.4% | -12.1% | -24.8% |
| 3M | -11.7% | -19.2% | +7.4% | -5.9% |
| 6M | +29.0% | +29.4% | -0.4% | +10.8% |
| YTD | +3.4% | +36.3% | -32.9% | -16.1% |
| 1Y | -4.2% | +33.5% | -37.7% | -21.9% |
| 3Y | -12.8% | -56.8% | +44.0% | +6.1% |
| 5Y | -39.6% | -83.0% | +43.4% | +8.8% |
| All | +87.8% | -54.1% | +141.9% | +64.7% |
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