+4,623.3%
ADSK vs RRX
+3,890.5%
+732.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -1.1% |
| 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% | +11.0% |
| 6M | -15.7% | -19.5% | +3.9% | -13.7% |
| YTD | -28.2% | +16.1% | -44.3% | -38.0% |
| 1Y | -34.5% | +12.9% | -47.5% | -43.4% |
| 3Y | -2.9% | +7.9% | -10.8% | -19.6% |
| 5Y | -25.3% | +19.1% | -44.4% | -41.3% |
| 10Y | +217.8% | +225.8% | -8.0% | +58.8% |
| All | +4,623.3% | +3,890.5% | +732.8% | +1,345.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling