+250.2%
DOCN vs ADSK
-31.6%
+281.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -8.3% | +11.1% | +4.1% |
| 7D | +1.1% | -16.4% | +17.5% | +4.0% |
| 30D | -9.6% | -9.2% | -0.4% | -8.0% |
| 3M | -37.7% | -6.7% | -31.0% | -35.1% |
| 6M | +115.2% | -15.5% | +130.7% | +134.6% |
| YTD | +133.7% | -26.4% | +160.1% | +189.3% |
| 1Y | +250.2% | -31.9% | +282.0% | +377.8% |
| All | +250.2% | -31.6% | +281.8% | +377.8% |
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