+270.3%
ORCL vs ADSK
+255.5%
+14.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.0% |
| 7D | +8.0% | +1.0% | +6.9% | +7.6% |
| 30D | -4.0% | +14.4% | -18.4% | -9.0% |
| 3M | -19.5% | +2.5% | -22.0% | -21.2% |
| 6M | -33.5% | +14.5% | -47.9% | -38.0% |
| YTD | -34.8% | -10.7% | -24.2% | -33.6% |
| 1Y | -41.6% | -11.0% | -30.6% | -40.4% |
| 3Y | +13.8% | +25.9% | -12.1% | +2.6% |
| 5Y | +43.4% | -19.7% | +63.1% | +43.5% |
| All | +270.3% | +255.5% | +14.7% | +124.2% |
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