-10.2%
ADSK vs ROK
+25.3%
-35.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.6% | +7.6% | +7.0% |
| 7D | +11.4% | 0.0% | +11.4% | +11.4% |
| 30D | +21.9% | -2.5% | +24.4% | +21.9% |
| 3M | +13.9% | 0.0% | +13.9% | +14.0% |
| 6M | +9.1% | +11.6% | -2.5% | +6.1% |
| YTD | -8.8% | +15.2% | -23.9% | -11.9% |
| 1Y | -10.2% | +25.0% | -35.2% | -14.4% |
| All | -10.2% | +25.3% | -35.5% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling