-24.5%
ADSK vs DTE
+30.3%
-54.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | -2.5% | -2.6% | 0.0% | -2.0% |
| 30D | -14.9% | -4.4% | -10.5% | -14.0% |
| 3M | +3.3% | -8.3% | +11.7% | +5.3% |
| 6M | -15.7% | -8.1% | -7.6% | -14.4% |
| YTD | -28.2% | +4.4% | -32.7% | -30.0% |
| 1Y | -34.5% | +0.2% | -34.7% | -35.4% |
| 3Y | -2.9% | +42.6% | -45.5% | -17.2% |
| All | -24.5% | +30.3% | -54.8% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling