-37.1%
RUN vs FIVN
-55.8%
+18.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -3.4% | -11.3% | +7.9% | +0.6% |
| 30D | -14.0% | -7.3% | -6.7% | -12.2% |
| 3M | -27.5% | +41.7% | -69.2% | -37.4% |
| 6M | -29.0% | +78.3% | -107.2% | -45.9% |
| YTD | -53.1% | +50.9% | -104.0% | -61.6% |
| 1Y | -46.7% | +19.7% | -66.4% | -51.8% |
| All | -37.1% | -55.8% | +18.7% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling