-34.5%
ADSK vs DRI
+2.4%
-36.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.4% |
| 7D | -2.5% | -3.2% | +0.7% | -2.5% |
| 30D | -14.9% | -7.8% | -7.1% | -14.7% |
| 3M | +3.3% | +0.4% | +3.0% | +2.5% |
| 6M | -15.7% | +4.8% | -20.5% | -16.2% |
| YTD | -28.2% | +16.7% | -45.0% | -28.9% |
| 1Y | -34.5% | +1.5% | -36.0% | -35.9% |
| All | -34.5% | +2.4% | -36.9% | -35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling