+2,409.7%
ADSK vs RL
+1,366.2%
+1,043.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +2.0% | -10.3% | -8.9% |
| 7D | -16.4% | -0.8% | -15.6% | -16.2% |
| 30D | -9.2% | -7.8% | -1.5% | -6.9% |
| 3M | -6.7% | -4.0% | -2.7% | -6.2% |
| 6M | -15.5% | -1.9% | -13.6% | -16.6% |
| YTD | -26.4% | -0.2% | -26.2% | -28.0% |
| 1Y | -31.9% | +10.7% | -42.6% | -36.0% |
| 3Y | -1.0% | +210.8% | -211.7% | -36.8% |
| 5Y | -24.5% | +238.2% | -262.8% | -53.9% |
| 10Y | +220.4% | +313.4% | -93.0% | +66.4% |
| All | +2,409.7% | +1,366.2% | +1,043.5% | +727.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling