+3,480.2%
ADSK vs RIG
-41.6%
+3,521.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.8% | -2.5% |
| 7D | -14.5% | -8.2% | -6.3% | -13.3% |
| 30D | -19.3% | -0.2% | -19.1% | -19.3% |
| 3M | -7.8% | -2.7% | -5.1% | -7.9% |
| 6M | -20.8% | -7.5% | -13.3% | -20.6% |
| YTD | -30.2% | +38.3% | -68.5% | -34.8% |
| 1Y | -36.5% | +81.8% | -118.3% | -43.6% |
| 3Y | -5.7% | -30.2% | +24.5% | -6.6% |
| 5Y | -28.2% | +59.9% | -88.1% | -42.2% |
| 10Y | +209.1% | -41.9% | +251.0% | +121.3% |
| All | +3,480.2% | -41.6% | +3,521.9% | +2,208.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling