-14.4%
RUN vs FIVN
+525.9%
-540.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.1% | +9.8% | +6.1% |
| 7D | +10.2% | -8.2% | +18.4% | +13.7% |
| 30D | -9.6% | -8.1% | -1.5% | -7.3% |
| 3M | -31.5% | +34.9% | -66.4% | -40.8% |
| 6M | -18.7% | +72.6% | -91.3% | -39.1% |
| YTD | -49.9% | +55.8% | -105.7% | -60.8% |
| 1Y | -45.5% | +17.1% | -62.7% | -52.0% |
| 3Y | -34.1% | -54.3% | +20.2% | -18.7% |
| 5Y | -79.4% | -81.6% | +2.1% | -65.9% |
| 10Y | +48.9% | +109.2% | -60.2% | +34.5% |
| All | -14.4% | +525.9% | -540.2% | -25.2% |
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