-25.6%
ADSK vs ROL
-4.5%
-21.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.4% | +2.4% |
| 7D | -10.9% | -3.2% | -7.7% | -9.7% |
| 30D | -15.9% | -6.6% | -9.3% | -13.6% |
| 3M | -4.4% | -27.3% | +22.9% | +8.7% |
| 6M | -16.6% | -38.1% | +21.4% | +1.0% |
| YTD | -28.5% | -41.8% | +13.3% | -11.5% |
| 1Y | -34.6% | -37.8% | +3.2% | -21.7% |
| 3Y | -3.5% | -0.3% | -3.1% | -9.8% |
| 5Y | -25.6% | -5.1% | -20.5% | -36.0% |
| All | -25.6% | -4.5% | -21.1% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling