-31.9%
ADSK vs RIG
+97.6%
-129.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.8% | -5.4% | -8.2% |
| 7D | -16.4% | +0.9% | -17.3% | -16.4% |
| 30D | -9.2% | +13.8% | -23.0% | -9.4% |
| 3M | -6.7% | -6.4% | -0.3% | -6.1% |
| 6M | -15.5% | -8.2% | -7.3% | -14.9% |
| YTD | -26.4% | +41.6% | -68.0% | -27.6% |
| 1Y | -31.9% | +88.7% | -120.6% | -34.5% |
| All | -31.9% | +97.6% | -129.5% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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