-2.9%
ADSK vs RPRX
+116.2%
-119.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.5% | -8.4% | +5.8% | -1.8% |
| 30D | -14.9% | -0.6% | -14.2% | -14.8% |
| 3M | +3.3% | +6.4% | -3.1% | +2.8% |
| 6M | -15.7% | +26.6% | -42.3% | -17.4% |
| YTD | -28.2% | +53.8% | -82.0% | -31.1% |
| 1Y | -34.5% | +62.8% | -97.3% | -37.5% |
| 3Y | -2.9% | +118.0% | -120.9% | -8.2% |
| All | -2.9% | +116.2% | -119.1% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 3y: compounded portfolio wealth divided by compounded RPRX 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…
3y analysis · Full analysis span regression · 6 months rolling