-28.0%
ORCL vs ADSK
-31.6%
+3.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -8.3% | +11.3% | +6.3% |
| 7D | +5.3% | -16.4% | +21.7% | +13.0% |
| 30D | +10.0% | -9.2% | +19.2% | +13.8% |
| 3M | -32.6% | -6.7% | -25.8% | -30.6% |
| 6M | +4.9% | -15.5% | +20.4% | +12.2% |
| YTD | -17.8% | -26.4% | +8.6% | -8.4% |
| 1Y | -28.0% | -31.9% | +3.9% | -15.3% |
| All | -28.0% | -31.6% | +3.6% | -15.3% |
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