+252.3%
ADSK vs DOC
+23.6%
+228.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.7% | +1.0% | -4.8% | -4.1% |
| 30D | +11.3% | +8.1% | +3.2% | +8.1% |
| 3M | +3.3% | +0.9% | +2.4% | +2.9% |
| 6M | +10.1% | +6.3% | +3.9% | +7.4% |
| YTD | -12.2% | +33.8% | -45.9% | -22.8% |
| 1Y | -13.9% | +21.6% | -35.5% | -21.3% |
| 3Y | +23.5% | +53.4% | -29.9% | 0.0% |
| 5Y | -20.0% | -21.0% | +1.0% | -15.1% |
| 10Y | +252.3% | +22.5% | +229.8% | +209.9% |
| All | +252.3% | +23.6% | +228.7% | +209.9% |
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