-31.9%
ADSK vs ROP
-21.5%
-10.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.6% | -4.7% | -5.7% |
| 7D | -16.4% | -4.4% | -12.0% | -13.5% |
| 30D | -9.2% | +3.2% | -12.5% | -10.9% |
| 3M | -6.7% | +23.1% | -29.8% | -18.0% |
| 6M | -15.5% | +13.3% | -28.8% | -22.4% |
| YTD | -26.4% | -7.9% | -18.5% | -28.3% |
| 1Y | -31.9% | -22.1% | -9.8% | -32.3% |
| All | -31.9% | -21.5% | -10.4% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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