-25.6%
ADSK vs RVTY
-34.5%
+8.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.8% | +3.4% |
| 7D | -10.9% | -7.4% | -3.5% | -8.0% |
| 30D | -15.9% | +4.5% | -20.4% | -17.5% |
| 3M | -4.4% | +19.5% | -23.8% | -11.9% |
| 6M | -16.6% | +34.1% | -50.8% | -27.9% |
| YTD | -28.5% | +25.3% | -53.8% | -36.5% |
| 1Y | -34.6% | +47.0% | -81.6% | -46.7% |
| 3Y | -3.5% | +14.1% | -17.6% | -16.4% |
| 5Y | -25.6% | -34.6% | +9.0% | -7.8% |
| All | -25.6% | -34.5% | +8.9% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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