+252.1%
DOCN vs ADSK
+24.0%
+228.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | +27.4% | -3.6% | +31.0% | +29.2% |
| 30D | -29.7% | +12.6% | -42.4% | -34.0% |
| 3M | -32.5% | +4.0% | -36.5% | -34.6% |
| 6M | -42.2% | +10.5% | -52.6% | -47.0% |
| YTD | +87.2% | -12.3% | +99.5% | +104.3% |
| 1Y | +86.2% | -14.0% | +100.2% | +106.6% |
| All | +252.1% | +24.0% | +228.1% | +226.7% |
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