-20.5%
ADSK vs DOC
-21.2%
+0.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.3% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | +12.6% | +6.6% | +6.0% | +9.8% |
| 3M | +4.0% | -1.1% | +5.1% | +4.3% |
| 6M | +10.5% | +4.8% | +5.6% | +8.2% |
| YTD | -12.3% | +32.1% | -44.4% | -23.2% |
| 1Y | -14.0% | +21.9% | -35.9% | -21.8% |
| 3Y | +23.2% | +51.4% | -28.2% | -4.8% |
| All | -20.5% | -21.2% | +0.7% | -4.6% |
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