-34.5%
ADSK vs ROP
-23.7%
-10.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.5% | -4.6% | +2.1% | +0.9% |
| 30D | -14.9% | -1.7% | -13.2% | -13.4% |
| 3M | +3.3% | +17.1% | -13.7% | -6.0% |
| 6M | -15.7% | +10.9% | -26.5% | -20.8% |
| YTD | -28.2% | -12.1% | -16.1% | -27.4% |
| 1Y | -34.5% | -24.2% | -10.3% | -32.4% |
| All | -34.5% | -23.7% | -10.8% | -32.4% |
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