+54.3%
JD vs FIVN
+392.2%
-337.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.5% |
| 7D | -1.7% | -2.3% | +0.6% | -1.2% |
| 30D | -13.2% | +12.4% | -25.6% | -16.4% |
| 3M | -3.2% | +36.0% | -39.2% | -11.8% |
| 6M | +15.2% | +86.0% | -70.7% | -5.6% |
| YTD | +2.0% | +65.9% | -64.0% | -14.8% |
| 1Y | -5.4% | +26.5% | -31.9% | -15.6% |
| 3Y | -9.1% | -54.2% | +45.1% | +0.9% |
| 5Y | -59.6% | -80.5% | +20.8% | -46.6% |
| 10Y | +26.2% | +109.6% | -83.4% | -6.7% |
| All | +54.3% | +392.2% | -337.8% | -8.3% |
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