+215.4%
ADSK vs ROL
+211.6%
+3.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | -2.5% | -3.2% | +0.6% | -0.9% |
| 30D | -14.9% | -4.9% | -10.0% | -12.8% |
| 3M | +3.3% | -25.8% | +29.1% | +19.7% |
| 6M | -15.7% | -37.6% | +21.9% | +6.3% |
| YTD | -28.2% | -41.5% | +13.2% | -7.0% |
| 1Y | -34.5% | -39.5% | +4.9% | -17.0% |
| 3Y | -2.9% | +0.1% | -3.0% | -9.2% |
| 5Y | -25.3% | -4.6% | -20.7% | -30.4% |
| All | +215.4% | +211.6% | +3.7% | +52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling