+253.9%
ADSK vs DOC
+20.3%
+233.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | +3.1% | +4.3% | -1.3% | +1.5% |
| 30D | +10.5% | +9.2% | +1.4% | +6.9% |
| 3M | +1.6% | -0.8% | +2.4% | +1.8% |
| 6M | +6.4% | +7.1% | -0.7% | +3.4% |
| YTD | -12.1% | +34.0% | -46.1% | -22.8% |
| 1Y | -12.9% | +23.2% | -36.1% | -20.9% |
| 3Y | +23.5% | +53.6% | -30.1% | 0.0% |
| 5Y | -18.9% | -20.4% | +1.6% | -14.1% |
| 10Y | +253.9% | +23.4% | +230.6% | +209.1% |
| All | +253.9% | +20.3% | +233.7% | +209.1% |
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