+25.9%
ADSK vs RL
+250.5%
-224.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | +1.0% | +2.6% | -1.6% | +0.4% |
| 30D | +14.4% | +2.9% | +11.5% | +13.5% |
| 3M | +2.5% | 0.0% | +2.5% | +2.3% |
| 6M | +14.5% | +17.1% | -2.7% | +8.9% |
| YTD | -10.7% | +10.1% | -20.8% | -14.5% |
| 1Y | -11.0% | +17.3% | -28.3% | -16.7% |
| 3Y | +25.9% | +249.3% | -223.5% | -21.5% |
| All | +25.9% | +250.5% | -224.7% | -21.5% |
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 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