+215.4%
ADSK vs DRI
+353.8%
-138.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | 0.0% |
| 7D | -2.5% | -3.2% | +0.7% | -1.4% |
| 30D | -14.9% | -7.8% | -7.1% | -12.7% |
| 3M | +3.3% | +0.4% | +3.0% | +2.9% |
| 6M | -15.7% | +4.8% | -20.5% | -17.7% |
| YTD | -28.2% | +16.7% | -45.0% | -33.0% |
| 1Y | -34.5% | +1.5% | -36.0% | -36.0% |
| 3Y | -2.9% | +56.3% | -59.2% | -20.1% |
| 5Y | -25.3% | +66.4% | -91.8% | -40.2% |
| All | +215.4% | +353.8% | -138.5% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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