-5.5%
ADSK vs RL
+198.9%
-204.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -1.8% |
| 7D | -14.5% | -0.3% | -14.3% | -14.5% |
| 30D | -19.3% | -17.5% | -1.8% | -15.5% |
| 3M | -7.8% | -14.0% | +6.2% | -4.7% |
| 6M | -20.8% | -2.0% | -18.8% | -21.7% |
| YTD | -30.2% | -4.6% | -25.6% | -30.8% |
| 1Y | -36.5% | +9.5% | -46.0% | -40.0% |
| All | -5.5% | +198.9% | -204.4% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling