+215.4%
ADSK vs RL
+311.3%
-95.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | -2.5% | -3.4% | +0.9% | -1.4% |
| 30D | -14.9% | -14.4% | -0.4% | -10.5% |
| 3M | +3.3% | -13.6% | +16.9% | +8.0% |
| 6M | -15.7% | +0.6% | -16.2% | -17.5% |
| YTD | -28.2% | -3.6% | -24.6% | -29.0% |
| 1Y | -34.5% | +8.3% | -42.9% | -38.2% |
| 3Y | -2.9% | +204.8% | -207.7% | -38.9% |
| 5Y | -25.3% | +232.9% | -258.3% | -55.3% |
| All | +215.4% | +311.3% | -95.9% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling