+263.5%
ADSK vs DOC
+15.7%
+247.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.0% |
| 7D | +4.9% | +6.5% | -1.6% | +2.4% |
| 30D | +11.3% | +9.2% | +2.2% | +7.7% |
| 3M | +7.9% | -2.5% | +10.4% | +8.9% |
| 6M | +7.7% | +7.1% | +0.6% | +4.7% |
| YTD | -11.6% | +33.0% | -44.6% | -22.1% |
| 1Y | -11.2% | +23.3% | -34.5% | -19.4% |
| 3Y | +29.6% | +44.9% | -15.4% | +7.5% |
| 5Y | -19.4% | -21.6% | +2.3% | -14.2% |
| All | +263.5% | +15.7% | +247.8% | +230.0% |
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