+2,060.4%
ADSK vs RCAT
-100.0%
+2,160.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -2.6% |
| 7D | -14.3% | +5.4% | -19.7% | -14.3% |
| 30D | -14.8% | -5.6% | -9.2% | -14.8% |
| 3M | -5.7% | -30.2% | +24.5% | -5.6% |
| 6M | -18.7% | -43.4% | +24.7% | -18.6% |
| YTD | -28.3% | +9.6% | -38.0% | -28.5% |
| 1Y | -35.1% | -2.0% | -33.1% | -35.2% |
| 3Y | -3.2% | +825.0% | -828.2% | -4.7% |
| 5Y | -26.7% | +199.8% | -226.5% | -27.8% |
| 10Y | +208.4% | -98.4% | +306.8% | +187.6% |
| All | +2,060.4% | -100.0% | +2,160.4% | +1,580.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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