-24.5%
ADSK vs ROP
-16.2%
-8.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.5% | -4.6% | +2.1% | +1.6% |
| 30D | -14.9% | -1.7% | -13.2% | -13.3% |
| 3M | +3.3% | +17.1% | -13.7% | -9.6% |
| 6M | -15.7% | +10.9% | -26.5% | -22.6% |
| YTD | -28.2% | -12.1% | -16.1% | -19.9% |
| 1Y | -34.5% | -24.2% | -10.3% | -16.9% |
| 3Y | -2.9% | -20.4% | +17.5% | +14.4% |
| All | -24.5% | -16.2% | -8.3% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling