-25.6%
ADSK vs RL
+223.8%
-249.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -10.9% | -2.2% | -8.7% | -10.2% |
| 30D | -15.9% | -15.3% | -0.5% | -10.5% |
| 3M | -4.4% | -10.3% | +6.0% | -1.1% |
| 6M | -16.6% | -2.2% | -14.4% | -18.0% |
| YTD | -28.5% | -4.3% | -24.2% | -29.5% |
| 1Y | -34.6% | +8.9% | -43.5% | -39.5% |
| 3Y | -3.5% | +201.4% | -204.9% | -49.1% |
| 5Y | -25.6% | +230.6% | -256.2% | -64.0% |
| All | -25.6% | +223.8% | -249.4% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling