+39.0%
DVN vs ADSK
-10.6%
+49.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +7.0% | -14.4% | -6.7% |
| 7D | -13.9% | +11.4% | -25.4% | -13.1% |
| 30D | -8.0% | +21.9% | -29.9% | -6.8% |
| 3M | +0.8% | +13.9% | -13.1% | +1.9% |
| 6M | -12.8% | +9.1% | -21.9% | -11.6% |
| YTD | +22.7% | -8.8% | +31.5% | +17.4% |
| 1Y | +39.0% | -10.2% | +49.2% | +34.3% |
| All | +39.0% | -10.6% | +49.6% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling