+406.4%
ADSK vs RNG
+302.4%
+104.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.7% |
| 7D | -10.9% | -9.6% | -1.3% | -8.1% |
| 30D | -15.9% | +8.8% | -24.7% | -18.1% |
| 3M | -4.4% | +78.6% | -83.0% | -20.5% |
| 6M | -16.6% | +70.3% | -86.9% | -30.3% |
| YTD | -28.5% | +140.3% | -168.9% | -47.5% |
| 1Y | -34.6% | +126.6% | -161.3% | -51.4% |
| 3Y | -3.5% | +120.2% | -123.7% | -31.9% |
| 5Y | -25.6% | -68.3% | +42.7% | -15.1% |
| 10Y | +216.6% | +220.6% | -4.0% | +67.2% |
| All | +406.4% | +302.4% | +104.0% | +153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling