+5,885.5%
ADSK vs DOC
+2,926.9%
+2,958.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +11.3% | +6.2% | +5.1% | +8.9% |
| 30D | +16.4% | +6.5% | +9.9% | +13.7% |
| 3M | +12.1% | -6.2% | +18.4% | +14.7% |
| 6M | +7.9% | +25.6% | -17.7% | -2.1% |
| YTD | -9.1% | +32.1% | -41.1% | -19.3% |
| 1Y | -10.6% | +20.3% | -30.9% | -17.9% |
| 3Y | +32.0% | +42.7% | -10.8% | +11.4% |
| 5Y | -17.1% | -22.2% | +5.1% | -12.2% |
| 10Y | +287.6% | +16.5% | +271.1% | +232.1% |
| All | +5,885.5% | +2,926.9% | +2,958.6% | +1,827.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling