-2.9%
ADSK vs RIG
-31.7%
+28.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.5% |
| 7D | -2.5% | -3.1% | +0.6% | -2.3% |
| 30D | -14.9% | -0.5% | -14.3% | -14.9% |
| 3M | +3.3% | -6.0% | +9.3% | +3.8% |
| 6M | -15.7% | -10.1% | -5.5% | -15.2% |
| YTD | -28.2% | +37.3% | -65.5% | -31.2% |
| 1Y | -34.5% | +73.9% | -108.5% | -39.2% |
| 3Y | -2.9% | -30.2% | +27.3% | -7.7% |
| All | -2.9% | -31.7% | +28.8% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling