+215.4%
ADSK vs RRX
+228.4%
-13.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -1.0% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | -14.9% | -6.1% | -8.7% | -13.0% |
| 3M | +3.3% | -23.1% | +26.4% | +10.7% |
| 6M | -15.7% | -19.5% | +3.9% | -14.3% |
| YTD | -28.2% | +16.1% | -44.3% | -39.7% |
| 1Y | -34.5% | +12.9% | -47.5% | -45.0% |
| 3Y | -2.9% | +7.9% | -10.8% | -22.7% |
| 5Y | -25.3% | +19.1% | -44.4% | -45.2% |
| All | +215.4% | +228.4% | -13.0% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling