+46.1%
ORCL vs ADSK
-19.5%
+65.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.9% | +8.8% |
| 7D | +3.8% | -3.7% | +7.5% | +5.2% |
| 30D | -6.6% | +11.3% | -17.9% | -11.0% |
| 3M | -11.4% | +3.3% | -14.8% | -13.7% |
| 6M | -33.3% | +10.1% | -43.4% | -37.2% |
| YTD | -33.3% | -12.2% | -21.1% | -31.2% |
| 1Y | -44.9% | -13.9% | -31.0% | -42.8% |
| 3Y | +17.6% | +23.5% | -5.8% | +6.3% |
| 5Y | +46.1% | -20.0% | +66.1% | +34.6% |
| All | +46.1% | -19.5% | +65.6% | +34.6% |
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