-24.5%
ADSK vs RNG
-68.4%
+43.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -2.5% | -6.1% | +3.6% | -0.7% |
| 30D | -14.9% | +9.6% | -24.5% | -17.2% |
| 3M | +3.3% | +83.3% | -80.0% | -14.5% |
| 6M | -15.7% | +77.9% | -93.6% | -30.1% |
| YTD | -28.2% | +139.9% | -168.2% | -46.9% |
| 1Y | -34.5% | +121.7% | -156.2% | -50.6% |
| 3Y | -2.9% | +121.9% | -124.8% | -31.3% |
| All | -24.5% | -68.4% | +43.9% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling