+675.3%
ON vs FIVN
+254.6%
+420.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +17.0% | -17.4% | +34.4% | +22.4% |
| 30D | -3.9% | -20.4% | +16.5% | +1.4% |
| 3M | -11.5% | -9.6% | -1.9% | -10.7% |
| 6M | -29.2% | +34.7% | -63.9% | -38.1% |
| YTD | +36.2% | +40.6% | -4.4% | +13.2% |
| 1Y | +49.6% | +34.3% | +15.3% | +26.0% |
| 3Y | +9.4% | -55.5% | +64.9% | +22.0% |
| 5Y | +25.8% | -82.5% | +108.3% | +71.0% |
| 10Y | +557.1% | +93.2% | +463.9% | +406.2% |
| All | +675.3% | +254.6% | +420.7% | +434.4% |
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 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