+19.0%
DLR vs ADSK
-31.6%
+50.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.3% | +8.6% | +0.3% |
| 7D | +1.6% | -16.4% | +18.0% | +1.6% |
| 30D | -3.4% | -9.2% | +5.9% | -3.3% |
| 3M | +0.5% | -6.7% | +7.2% | +0.7% |
| 6M | +4.6% | -15.5% | +20.1% | +5.5% |
| YTD | +23.4% | -26.4% | +49.8% | +31.2% |
| 1Y | +19.0% | -31.9% | +50.9% | +31.1% |
| All | +19.0% | -31.6% | +50.6% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling