+7,400.8%
ADSK vs ROP
+24,791.5%
-17,390.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.2% | -1.5% |
| 7D | -14.3% | -5.4% | -8.9% | -12.3% |
| 30D | -14.8% | -1.6% | -13.2% | -14.1% |
| 3M | -5.7% | +18.8% | -24.5% | -11.6% |
| 6M | -18.7% | +8.2% | -26.9% | -20.8% |
| YTD | -28.3% | -10.5% | -17.8% | -25.0% |
| 1Y | -35.1% | -23.7% | -11.3% | -27.8% |
| 3Y | -3.2% | -17.9% | +14.7% | +5.0% |
| 5Y | -26.7% | -15.3% | -11.4% | -20.6% |
| 10Y | +208.4% | +133.4% | +75.0% | +137.4% |
| All | +7,400.8% | +24,791.5% | -17,390.7% | +2,451.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling