+70.5%
DOCN vs ADSK
-3.1%
+73.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.3% | +4.6% |
| 7D | -19.2% | +4.9% | -24.0% | -22.7% |
| 30D | -43.1% | +11.3% | -54.4% | -48.7% |
| 3M | -40.7% | +7.9% | -48.6% | -46.7% |
| 6M | -55.0% | +7.7% | -62.6% | -61.7% |
| YTD | +50.6% | -11.6% | +62.2% | +52.5% |
| 1Y | +54.0% | -11.2% | +65.2% | +55.3% |
| 3Y | +203.9% | +29.6% | +174.3% | +105.0% |
| 5Y | -29.4% | -19.4% | -10.0% | -30.8% |
| All | +70.5% | -3.1% | +73.6% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling