-2.9%
ADSK vs RDW
+241.5%
-244.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.5% |
| 7D | -2.5% | +0.9% | -3.4% | -2.6% |
| 30D | -14.9% | -21.3% | +6.4% | -13.7% |
| 3M | +3.3% | -37.9% | +41.2% | +6.0% |
| 6M | -15.7% | +12.3% | -27.9% | -19.0% |
| YTD | -28.2% | +39.7% | -68.0% | -33.4% |
| 1Y | -34.5% | +25.7% | -60.2% | -39.4% |
| 3Y | -2.9% | +230.8% | -233.7% | -22.1% |
| All | -2.9% | +241.5% | -244.4% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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