-19.0%
ADSK vs RL
+239.2%
-258.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.4% |
| 7D | +1.0% | +2.6% | -1.6% | -0.1% |
| 30D | +14.4% | +2.9% | +11.5% | +12.9% |
| 3M | +2.5% | 0.0% | +2.5% | +2.0% |
| 6M | +14.5% | +17.1% | -2.7% | +5.3% |
| YTD | -10.7% | +10.1% | -20.8% | -16.9% |
| 1Y | -11.0% | +17.3% | -28.3% | -19.8% |
| 3Y | +25.9% | +249.3% | -223.5% | -39.7% |
| All | -19.0% | +239.2% | -258.2% | -62.9% |
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