+166.2%
EOG vs ADSK
-25.3%
+191.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | +1.5% | -2.5% | +4.0% | +1.8% |
| 30D | +2.9% | -14.9% | +17.8% | +5.0% |
| 3M | +8.7% | +3.3% | +5.4% | +7.6% |
| 6M | +12.9% | -15.7% | +28.6% | +14.9% |
| YTD | +43.8% | -28.2% | +72.1% | +49.8% |
| 1Y | +27.1% | -34.5% | +61.6% | +34.5% |
| 3Y | +25.9% | -2.9% | +28.8% | +22.4% |
| All | +166.2% | -25.3% | +191.6% | +157.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling