-2.9%
ADSK vs ROK
+51.1%
-54.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | -2.5% | -1.2% | -1.3% | -2.2% |
| 30D | -14.9% | -4.8% | -10.1% | -13.9% |
| 3M | +3.3% | -6.1% | +9.4% | +4.3% |
| 6M | -15.7% | +15.5% | -31.1% | -21.2% |
| YTD | -28.2% | +11.2% | -39.4% | -32.2% |
| 1Y | -34.5% | +23.8% | -58.4% | -40.6% |
| 3Y | -2.9% | +53.1% | -56.0% | -23.6% |
| All | -2.9% | +51.1% | -54.0% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling