-17.1%
ADSK vs DOC
-22.1%
+5.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +11.3% | +6.2% | +5.1% | +8.8% |
| 30D | +16.4% | +6.5% | +9.9% | +13.6% |
| 3M | +12.1% | -6.2% | +18.4% | +14.8% |
| 6M | +7.9% | +25.6% | -17.7% | -2.6% |
| YTD | -9.1% | +32.1% | -41.1% | -20.3% |
| 1Y | -10.6% | +20.3% | -30.9% | -18.1% |
| 3Y | +32.0% | +42.7% | -10.8% | +5.8% |
| 5Y | -17.1% | -22.2% | +5.1% | -0.7% |
| All | -17.1% | -22.1% | +5.0% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling