-31.9%
ADSK vs RBRK
+6.4%
-38.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.7% | -9.9% | -8.7% |
| 7D | -16.4% | +0.7% | -17.1% | -16.6% |
| 30D | -9.2% | +10.4% | -19.7% | -11.5% |
| 3M | -6.7% | +21.6% | -28.4% | -11.6% |
| 6M | -15.5% | +70.7% | -86.2% | -26.9% |
| YTD | -26.4% | +22.5% | -48.9% | -33.6% |
| 1Y | -31.9% | +8.2% | -40.1% | -38.1% |
| All | -31.9% | +6.4% | -38.3% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling