-25.6%
ADSK vs RRC
+150.0%
-175.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.4% |
| 7D | -10.9% | -1.2% | -9.8% | -10.7% |
| 30D | -15.9% | +3.0% | -18.9% | -16.3% |
| 3M | -4.4% | +7.3% | -11.7% | -5.7% |
| 6M | -16.6% | +3.6% | -20.2% | -17.5% |
| YTD | -28.5% | +19.4% | -47.9% | -31.1% |
| 1Y | -34.6% | +21.4% | -56.1% | -37.4% |
| 3Y | -3.5% | +32.8% | -36.2% | -10.4% |
| 5Y | -25.6% | +152.0% | -177.6% | -37.0% |
| All | -25.6% | +150.0% | -175.6% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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