+55.2%
DLR vs ADSK
-3.6%
+58.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.4% |
| 7D | -1.3% | -10.9% | +9.6% | +0.6% |
| 30D | -2.9% | -15.9% | +13.0% | 0.0% |
| 3M | +3.2% | -4.4% | +7.6% | +3.2% |
| 6M | +3.9% | -16.6% | +20.5% | +6.8% |
| YTD | +21.4% | -28.5% | +50.0% | +30.7% |
| 1Y | +9.7% | -34.6% | +44.3% | +21.5% |
| All | +55.2% | -3.6% | +58.8% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling