+215.4%
ADSK vs ROP
+135.6%
+79.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.5% | -4.6% | +2.1% | +1.3% |
| 30D | -14.9% | -1.7% | -13.2% | -13.5% |
| 3M | +3.3% | +17.1% | -13.7% | -8.6% |
| 6M | -15.7% | +10.9% | -26.5% | -22.0% |
| YTD | -28.2% | -12.1% | -16.1% | -20.8% |
| 1Y | -34.5% | -24.2% | -10.3% | -19.0% |
| 3Y | -2.9% | -20.4% | +17.5% | +14.5% |
| 5Y | -25.3% | -15.4% | -9.9% | -16.1% |
| All | +215.4% | +135.6% | +79.7% | +54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling