-10.2%
ADSK vs ROL
-34.1%
+23.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.8% | +4.3% | +6.2% |
| 7D | +11.4% | +14.6% | -3.1% | +7.0% |
| 30D | +21.9% | +29.3% | -7.4% | +13.6% |
| 3M | +13.9% | +2.0% | +11.9% | +12.1% |
| 6M | +9.1% | -28.5% | +37.6% | +14.7% |
| YTD | -8.8% | -35.3% | +26.6% | -2.0% |
| 1Y | -10.2% | -34.7% | +24.5% | -4.3% |
| All | -10.2% | -34.1% | +23.9% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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