+215.4%
ADSK vs DTE
+137.8%
+77.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.9% |
| 7D | -2.5% | -2.6% | 0.0% | -1.6% |
| 30D | -14.9% | -4.4% | -10.5% | -13.5% |
| 3M | +3.3% | -8.3% | +11.7% | +6.4% |
| 6M | -15.7% | -8.1% | -7.6% | -13.6% |
| YTD | -28.2% | +4.4% | -32.7% | -30.3% |
| 1Y | -34.5% | +0.2% | -34.7% | -35.5% |
| 3Y | -2.9% | +42.6% | -45.5% | -19.0% |
| 5Y | -25.3% | +31.5% | -56.8% | -35.8% |
| All | +215.4% | +137.8% | +77.6% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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