+215.4%
ADSK vs ROK
+357.9%
-142.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.5% |
| 7D | -2.5% | -1.2% | -1.3% | -1.9% |
| 30D | -14.9% | -4.8% | -10.1% | -12.9% |
| 3M | +3.3% | -6.1% | +9.4% | +5.3% |
| 6M | -15.7% | +15.5% | -31.1% | -24.4% |
| YTD | -28.2% | +11.2% | -39.4% | -34.7% |
| 1Y | -34.5% | +23.8% | -58.4% | -44.2% |
| 3Y | -2.9% | +53.1% | -56.0% | -30.7% |
| 5Y | -25.3% | +48.3% | -73.6% | -47.0% |
| All | +215.4% | +357.9% | -142.6% | +16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling