-9.4%
ADSK vs DOCS
-19.3%
+9.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.5% |
| 7D | -3.7% | -4.2% | +0.5% | -3.0% |
| 30D | +11.3% | +8.6% | +2.7% | +9.7% |
| 3M | +3.3% | +27.2% | -23.9% | -1.1% |
| 6M | +10.1% | +26.5% | -16.4% | +3.8% |
| YTD | -12.2% | -25.0% | +12.8% | -10.0% |
| 1Y | -13.9% | -37.0% | +23.1% | -9.4% |
| 3Y | +23.5% | +39.4% | -15.9% | +5.5% |
| 5Y | -20.0% | -56.7% | +36.6% | -25.4% |
| All | -9.4% | -19.3% | +9.9% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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