+221.9%
ADSK vs DOC
-2.1%
+224.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.8% | -6.5% | -7.6% |
| 7D | -16.4% | -1.5% | -14.9% | -15.9% |
| 30D | -9.2% | -4.8% | -4.5% | -7.6% |
| 3M | -6.7% | +6.9% | -13.6% | -9.1% |
| 6M | -15.5% | +20.7% | -36.3% | -22.4% |
| YTD | -26.4% | +34.1% | -60.5% | -35.3% |
| 1Y | -31.9% | +22.6% | -54.5% | -38.1% |
| 3Y | -1.0% | +20.8% | -21.8% | -11.4% |
| 5Y | -24.5% | -24.9% | +0.3% | -18.4% |
| All | +221.9% | -2.1% | +224.0% | +218.9% |
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