-52.9%
ORCL vs ADSK
-35.0%
-17.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.8% | -6.3% |
| 7D | -0.7% | -10.9% | +10.2% | +3.5% |
| 30D | +5.1% | -15.9% | +21.0% | +12.2% |
| 3M | -23.7% | -4.4% | -19.4% | -23.3% |
| 6M | +3.1% | -16.6% | +19.7% | +10.3% |
| YTD | -20.8% | -28.5% | +7.7% | -11.2% |
| 1Y | -52.9% | -34.6% | -18.2% | -43.9% |
| All | -52.9% | -35.0% | -17.9% | -43.9% |
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