+328.9%
ORCL vs ADSK
+222.2%
+106.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | -5.4% | -2.5% | -2.8% | -4.6% |
| 30D | -2.0% | -14.9% | +12.9% | +3.5% |
| 3M | -18.1% | +3.3% | -21.4% | -20.3% |
| 6M | -7.2% | -15.7% | +8.4% | -2.5% |
| YTD | -22.2% | -28.2% | +6.1% | -13.4% |
| 1Y | -50.6% | -34.5% | -16.1% | -43.3% |
| 3Y | +22.9% | -2.9% | +25.8% | +22.7% |
| 5Y | +79.3% | -25.3% | +104.6% | +86.5% |
| All | +328.9% | +222.2% | +106.7% | +172.1% |
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