-25.6%
ADSK vs DRI
+63.5%
-89.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.8% |
| 7D | -10.9% | -4.8% | -6.1% | -9.0% |
| 30D | -15.9% | -5.2% | -10.7% | -14.3% |
| 3M | -4.4% | +2.7% | -7.1% | -6.1% |
| 6M | -16.6% | +3.6% | -20.3% | -18.9% |
| YTD | -28.5% | +15.4% | -43.9% | -34.7% |
| 1Y | -34.6% | +1.3% | -35.9% | -36.5% |
| 3Y | -3.5% | +53.1% | -56.6% | -29.0% |
| 5Y | -25.6% | +64.6% | -90.2% | -50.9% |
| All | -25.6% | +63.5% | -89.1% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling