-7.0%
ADSK vs ROIV
+276.5%
-283.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | +1.0% | +1.7% | -0.6% | +0.8% |
| 30D | +14.4% | +17.6% | -3.2% | +11.7% |
| 3M | +2.5% | +9.0% | -6.5% | +0.8% |
| 6M | +14.5% | +35.3% | -20.8% | +8.5% |
| YTD | -10.7% | +82.2% | -92.8% | -19.5% |
| 1Y | -11.0% | +92.3% | -103.3% | -20.6% |
| 3Y | +25.9% | +336.8% | -310.9% | -2.3% |
| 5Y | -19.7% | +370.6% | -390.3% | -45.9% |
| All | -7.0% | +276.5% | -283.5% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling