-23.4%
ADSK vs ROIV
+232.7%
-256.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.5% | -9.8% | -8.5% |
| 7D | -16.4% | +0.6% | -17.0% | -16.5% |
| 30D | -9.2% | +1.0% | -10.2% | -9.4% |
| 3M | -6.7% | +18.3% | -25.0% | -9.3% |
| 6M | -15.5% | +18.3% | -33.8% | -18.1% |
| YTD | -26.4% | +61.0% | -87.4% | -32.2% |
| 1Y | -31.9% | +177.9% | -209.8% | -42.6% |
| 3Y | -1.0% | +199.1% | -200.0% | -19.2% |
| 5Y | -24.5% | +250.7% | -275.2% | -45.2% |
| All | -23.4% | +232.7% | -256.0% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling