+2,591.9%
ADSK vs RCAT
-100.0%
+2,691.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +1.9% |
| 7D | +1.0% | -5.9% | +7.0% | +1.1% |
| 30D | +14.4% | -19.7% | +34.1% | +14.5% |
| 3M | +2.5% | -62.9% | +65.4% | +2.9% |
| 6M | +14.5% | -59.6% | +74.0% | +14.8% |
| YTD | -10.7% | -52.1% | +41.4% | -10.6% |
| 1Y | -11.0% | -50.9% | +39.9% | -11.0% |
| 3Y | +25.9% | +333.8% | -307.9% | +24.2% |
| 5Y | -19.7% | +40.7% | -60.4% | -20.6% |
| 10Y | +258.2% | -99.8% | +358.0% | +236.4% |
| All | +2,591.9% | -100.0% | +2,691.9% | +2,000.9% |
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