-10.2%
ADSK vs RNG
+179.4%
-189.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.2% | +7.3% | +7.1% |
| 7D | +11.4% | -9.6% | +21.0% | +14.3% |
| 30D | +21.9% | -1.4% | +23.3% | +21.8% |
| 3M | +13.9% | +28.8% | -14.9% | +5.8% |
| 6M | +9.1% | +65.6% | -56.5% | -5.8% |
| YTD | -8.8% | +171.4% | -180.1% | -29.4% |
| 1Y | -10.2% | +185.3% | -195.6% | -32.7% |
| All | -10.2% | +179.4% | -189.7% | -32.7% |
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