+25.9%
ADSK vs RBA
+63.1%
-37.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | +1.0% | +1.7% | -0.7% | +0.4% |
| 30D | +14.4% | +8.3% | +6.1% | +11.4% |
| 3M | +2.5% | +10.5% | -8.0% | -1.0% |
| 6M | +14.5% | -5.9% | +20.3% | +15.4% |
| YTD | -10.7% | -6.9% | -3.8% | -9.9% |
| 1Y | -11.0% | -4.9% | -6.2% | -11.0% |
| 3Y | +25.9% | +64.5% | -38.6% | +6.9% |
| All | +25.9% | +63.1% | -37.3% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 3y: compounded portfolio wealth divided by compounded RBA 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…
3y analysis · Full analysis span regression · 6 months rolling