+10.5%
DVN vs FIVN
+280.5%
-270.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +2.5% | -11.3% | +13.8% | +3.9% |
| 30D | +10.2% | -7.3% | +17.5% | +10.9% |
| 3M | +8.1% | +41.7% | -33.6% | +2.9% |
| 6M | +15.9% | +78.3% | -62.4% | +6.4% |
| YTD | +38.2% | +50.9% | -12.6% | +28.8% |
| 1Y | +44.5% | +19.7% | +24.8% | +38.1% |
| 3Y | +5.1% | -55.7% | +60.9% | +9.7% |
| 5Y | +124.3% | -82.6% | +206.9% | +149.0% |
| 10Y | +65.9% | +113.6% | -47.7% | +26.3% |
| All | +10.5% | +280.5% | -270.0% | -26.9% |
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