+222.1%
DTE vs FIVN
+282.0%
-59.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.8% |
| 7D | 0.0% | -9.6% | +9.6% | +0.3% |
| 30D | -0.5% | -11.9% | +11.4% | -0.2% |
| 3M | -6.0% | +40.1% | -46.1% | -7.2% |
| 6M | -7.2% | +68.3% | -75.6% | -9.3% |
| YTD | +7.2% | +51.5% | -44.3% | +5.0% |
| 1Y | +4.1% | +15.1% | -11.1% | +3.0% |
| 3Y | +46.9% | -55.6% | +102.4% | +50.0% |
| 5Y | +32.9% | -82.4% | +115.3% | +38.5% |
| 10Y | +144.5% | +114.5% | +30.0% | +128.1% |
| All | +222.1% | +282.0% | -59.9% | +196.0% |
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 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