-2.9%
ADSK vs DBX
+27.0%
-29.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.2% |
| 7D | -2.5% | +2.1% | -4.6% | -3.4% |
| 30D | -14.9% | +5.7% | -20.6% | -16.7% |
| 3M | +3.3% | +31.8% | -28.5% | -7.0% |
| 6M | -15.7% | +37.5% | -53.1% | -25.7% |
| YTD | -28.2% | +27.9% | -56.2% | -35.2% |
| 1Y | -34.5% | +15.0% | -49.6% | -39.0% |
| 3Y | -2.9% | +27.2% | -30.1% | -18.5% |
| All | -2.9% | +27.0% | -29.9% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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