+198.1%
DOCN vs ADSK
-21.4%
+219.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -2.6% | +15.3% | +14.8% |
| 7D | +16.3% | -14.3% | +30.6% | +30.7% |
| 30D | +2.0% | -14.8% | +16.8% | +14.6% |
| 3M | -25.2% | -5.7% | -19.5% | -26.8% |
| 6M | +132.7% | -18.7% | +151.4% | +157.3% |
| YTD | +163.3% | -28.3% | +191.6% | +225.9% |
| 1Y | +280.3% | -35.1% | +315.4% | +418.2% |
| 3Y | +371.8% | -3.2% | +375.0% | +325.1% |
| 5Y | +87.1% | -26.7% | +113.8% | +111.3% |
| All | +198.1% | -21.4% | +219.5% | +201.4% |
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 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