+4,745.6%
ADSK vs ROL
+9,030.3%
-4,284.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.4% | -8.7% | -8.4% |
| 7D | -16.4% | -1.4% | -15.0% | -15.9% |
| 30D | -9.2% | -4.1% | -5.1% | -7.6% |
| 3M | -6.7% | -22.5% | +15.8% | +4.1% |
| 6M | -15.5% | -37.7% | +22.2% | +3.5% |
| YTD | -26.4% | -39.6% | +13.2% | -8.9% |
| 1Y | -31.9% | -36.0% | +4.1% | -18.2% |
| 3Y | -1.0% | -5.1% | +4.2% | -2.3% |
| 5Y | -24.5% | -3.4% | -21.2% | -27.2% |
| 10Y | +220.4% | +215.2% | +5.1% | +80.4% |
| All | +4,745.6% | +9,030.3% | -4,284.7% | +592.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling