+203.9%
DOCN vs ADSK
+28.8%
+175.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.3% | +3.6% |
| 7D | -19.2% | +4.9% | -24.0% | -21.1% |
| 30D | -43.1% | +11.3% | -54.4% | -46.2% |
| 3M | -40.7% | +7.9% | -48.6% | -43.7% |
| 6M | -55.0% | +7.7% | -62.6% | -58.1% |
| YTD | +50.6% | -11.6% | +62.2% | +63.8% |
| 1Y | +54.0% | -11.2% | +65.2% | +66.9% |
| 3Y | +203.9% | +29.6% | +174.3% | +169.7% |
| All | +203.9% | +28.8% | +175.1% | +169.7% |
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 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