-34.5%
ADSK vs ROL
-37.8%
+3.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -2.5% | -3.2% | +0.6% | -1.8% |
| 30D | -14.9% | -4.9% | -10.0% | -14.0% |
| 3M | +3.3% | -25.8% | +29.1% | +10.1% |
| 6M | -15.7% | -37.6% | +21.9% | -7.3% |
| YTD | -28.2% | -41.5% | +13.2% | -19.9% |
| 1Y | -34.5% | -39.5% | +4.9% | -28.1% |
| All | -34.5% | -37.8% | +3.2% | -28.1% |
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