+185.1%
DUK vs FIVN
+282.0%
-96.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.6% |
| 7D | -0.1% | -9.6% | +9.5% | 0.0% |
| 30D | +0.2% | -11.9% | +12.2% | +0.4% |
| 3M | -1.9% | +40.1% | -42.0% | -2.5% |
| 6M | -6.5% | +68.3% | -74.9% | -7.6% |
| YTD | +5.4% | +51.5% | -46.0% | +4.4% |
| 1Y | +3.6% | +15.1% | -11.6% | +3.1% |
| 3Y | +48.1% | -55.6% | +103.7% | +50.7% |
| 5Y | +39.6% | -82.4% | +122.0% | +44.2% |
| 10Y | +131.8% | +114.5% | +17.4% | +123.5% |
| All | +185.1% | +282.0% | -96.9% | +173.2% |
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 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