-28.2%
ADSK vs ROIV
+319.8%
-348.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.7% |
| 7D | -14.5% | +22.3% | -36.8% | -17.1% |
| 30D | -19.3% | +16.9% | -36.2% | -21.2% |
| 3M | -7.8% | +43.9% | -51.7% | -12.9% |
| 6M | -20.8% | +41.6% | -62.3% | -25.2% |
| YTD | -30.2% | +92.7% | -122.9% | -37.4% |
| 1Y | -36.5% | +210.2% | -246.6% | -47.3% |
| 3Y | -5.7% | +231.8% | -237.6% | -24.1% |
| 5Y | -28.2% | +319.8% | -348.0% | -51.6% |
| All | -28.2% | +319.8% | -348.0% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling