+67.3%
DVN vs FIVN
+118.5%
-51.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | +0.3% |
| 7D | +4.5% | -7.8% | +12.4% | +5.4% |
| 30D | +12.0% | -1.7% | +13.7% | +12.0% |
| 3M | +13.4% | +47.2% | -33.8% | +7.8% |
| 6M | +12.1% | +82.7% | -70.6% | +3.3% |
| YTD | +38.8% | +52.9% | -14.1% | +29.8% |
| 1Y | +46.0% | +17.5% | +28.6% | +40.6% |
| 3Y | +9.5% | -55.8% | +65.3% | +13.6% |
| 5Y | +125.3% | -82.3% | +207.6% | +144.3% |
| All | +67.3% | +118.5% | -51.3% | +50.4% |
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