+2,450.1%
ADSK vs DRI
+7,437.5%
-4,987.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.0% |
| 7D | -14.3% | -1.2% | -13.1% | -14.0% |
| 30D | -14.8% | -0.4% | -14.4% | -14.9% |
| 3M | -5.7% | +9.5% | -15.2% | -8.8% |
| 6M | -18.7% | +6.5% | -25.1% | -20.9% |
| YTD | -28.3% | +18.4% | -46.7% | -32.9% |
| 1Y | -35.1% | +4.2% | -39.3% | -36.9% |
| 3Y | -3.2% | +57.1% | -60.3% | -18.9% |
| 5Y | -26.7% | +70.4% | -97.1% | -40.2% |
| 10Y | +208.4% | +354.0% | -145.6% | +68.9% |
| All | +2,450.1% | +7,437.5% | -4,987.4% | +536.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling