+1,229.2%
DVN vs ADSK
+4,774.6%
-3,545.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +4.5% | -2.5% | +7.0% | +5.0% |
| 30D | +12.0% | -14.9% | +26.8% | +15.1% |
| 3M | +13.4% | +3.3% | +10.1% | +11.9% |
| 6M | +12.1% | -15.7% | +27.8% | +14.6% |
| YTD | +38.8% | -28.2% | +67.1% | +45.7% |
| 1Y | +46.0% | -34.5% | +80.6% | +55.9% |
| 3Y | +9.5% | -2.9% | +12.4% | +7.3% |
| 5Y | +125.3% | -25.3% | +150.6% | +127.3% |
| 10Y | +66.6% | +217.8% | -151.2% | +32.4% |
| All | +1,229.2% | +4,774.6% | -3,545.4% | +702.5% |
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