-26.0%
ADSK vs DOCS
-40.7%
+14.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.3% | +4.7% | -1.3% |
| 7D | -14.3% | -7.3% | -7.0% | -13.2% |
| 30D | -14.8% | -10.9% | -3.9% | -13.2% |
| 3M | -5.7% | +20.3% | -26.0% | -9.4% |
| 6M | -18.7% | -3.6% | -15.1% | -19.6% |
| YTD | -28.3% | -44.9% | +16.5% | -22.4% |
| 1Y | -35.1% | -64.9% | +29.8% | -24.7% |
| 3Y | -3.2% | +7.6% | -10.8% | -13.7% |
| 5Y | -26.7% | -74.0% | +47.2% | -27.6% |
| All | -26.0% | -40.7% | +14.6% | -25.1% |
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