-10.2%
ADSK vs RIG
+43.0%
-53.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -7.6% | +14.7% | +6.8% |
| 7D | +11.4% | -18.8% | +30.2% | +11.1% |
| 30D | +21.9% | -1.1% | +23.0% | +21.5% |
| 3M | +13.9% | +4.4% | +9.5% | +13.5% |
| 6M | +9.1% | -20.8% | +29.9% | +10.2% |
| YTD | -8.8% | +32.0% | -40.7% | -9.5% |
| 1Y | -10.2% | +39.7% | -50.0% | -11.8% |
| All | -10.2% | +43.0% | -53.3% | -11.8% |
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