-8.6%
ADSK vs ROIV
+298.6%
-307.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | -3.7% | +9.5% | -13.2% | -5.0% |
| 30D | +11.3% | +21.0% | -9.7% | +8.3% |
| 3M | +3.3% | +18.7% | -15.4% | +0.4% |
| 6M | +10.1% | +44.5% | -34.4% | +3.5% |
| YTD | -12.2% | +92.9% | -105.0% | -21.5% |
| 1Y | -13.9% | +100.2% | -114.1% | -23.6% |
| 3Y | +23.5% | +375.0% | -351.6% | -5.2% |
| 5Y | -20.0% | +435.2% | -455.2% | -46.8% |
| All | -8.6% | +298.6% | -307.1% | -33.4% |
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