-31.9%
ADSK vs RNG
+144.7%
-176.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.9% | -4.4% | -7.2% |
| 7D | -16.4% | +5.8% | -22.2% | -17.6% |
| 30D | -9.2% | +19.6% | -28.8% | -13.4% |
| 3M | -6.7% | +67.0% | -73.8% | -18.6% |
| 6M | -15.5% | +88.4% | -103.9% | -28.6% |
| YTD | -26.4% | +155.5% | -181.9% | -41.7% |
| 1Y | -31.9% | +141.7% | -173.6% | -45.8% |
| All | -31.9% | +144.7% | -176.6% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling