+4,623.3%
ADSK vs DTE
+3,398.4%
+1,224.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.9% |
| 7D | -2.5% | -2.6% | 0.0% | -1.4% |
| 30D | -14.9% | -4.4% | -10.5% | -13.3% |
| 3M | +3.3% | -8.3% | +11.7% | +7.0% |
| 6M | -15.7% | -8.1% | -7.6% | -13.3% |
| YTD | -28.2% | +4.4% | -32.7% | -30.5% |
| 1Y | -34.5% | +0.2% | -34.7% | -35.5% |
| 3Y | -2.9% | +42.6% | -45.5% | -20.2% |
| 5Y | -25.3% | +31.5% | -56.8% | -36.8% |
| 10Y | +217.8% | +138.2% | +79.5% | +93.9% |
| All | +4,623.3% | +3,398.4% | +1,224.8% | +748.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling