+259.5%
ADSK vs DOC
+21.2%
+238.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +1.0% | -0.9% | +1.9% | +1.4% |
| 30D | +14.4% | +7.7% | +6.7% | +11.2% |
| 3M | +2.5% | -2.0% | +4.5% | +3.2% |
| 6M | +14.5% | +5.9% | +8.6% | +11.7% |
| YTD | -10.7% | +31.8% | -42.5% | -21.1% |
| 1Y | -11.0% | +22.5% | -33.6% | -19.0% |
| 3Y | +25.9% | +54.7% | -28.9% | +1.4% |
| 5Y | -19.7% | -21.3% | +1.6% | -14.6% |
| All | +259.5% | +21.2% | +238.3% | +223.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling