+67.3%
DVN vs ADSK
+222.2%
-154.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +4.5% | -2.5% | +7.0% | +5.5% |
| 30D | +12.0% | -14.9% | +26.8% | +18.2% |
| 3M | +13.4% | +3.3% | +10.1% | +10.2% |
| 6M | +12.1% | -15.7% | +27.8% | +16.8% |
| YTD | +38.8% | -28.2% | +67.1% | +52.8% |
| 1Y | +46.0% | -34.5% | +80.6% | +66.8% |
| 3Y | +9.5% | -2.9% | +12.4% | +2.7% |
| 5Y | +125.3% | -25.3% | +150.6% | +123.9% |
| All | +67.3% | +222.2% | -154.9% | -0.2% |
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