+84.2%
DOCN vs ADSK
-2.5%
+86.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.6% | +7.4% | +7.6% |
| 7D | -12.8% | +2.1% | -14.9% | -14.8% |
| 30D | -41.9% | +11.9% | -53.8% | -47.9% |
| 3M | -36.9% | +5.7% | -42.7% | -42.3% |
| 6M | -52.2% | +7.7% | -60.0% | -59.1% |
| YTD | +62.7% | -11.0% | +73.8% | +64.0% |
| 1Y | +58.2% | -11.4% | +69.6% | +60.1% |
| 3Y | +219.5% | +28.7% | +190.8% | +117.3% |
| 5Y | -32.9% | -20.1% | -12.8% | -34.1% |
| All | +84.2% | -2.5% | +86.7% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling