+93.1%
ORCL vs ADSK
-28.7%
+121.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.5% |
| 7D | +10.9% | -14.5% | +25.4% | +17.7% |
| 30D | +7.0% | -19.3% | +26.3% | +16.2% |
| 3M | -21.2% | -7.8% | -13.4% | -19.7% |
| 6M | +7.4% | -20.8% | +28.1% | +16.5% |
| YTD | -16.3% | -30.2% | +13.9% | -4.6% |
| 1Y | -32.3% | -36.5% | +4.1% | -20.0% |
| 3Y | +32.6% | -5.7% | +38.3% | +34.5% |
| 5Y | +93.1% | -28.2% | +121.3% | +93.0% |
| All | +93.1% | -28.7% | +121.8% | +93.0% |
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