+26,501.0%
ORCL vs ADSK
+5,968.5%
+20,532.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.9% |
| 3M | -19.5% | +2.5% | -22.0% | -21.3% |
| 6M | -33.5% | +14.5% | -47.9% | -37.9% |
| YTD | -34.8% | -10.7% | -24.2% | -33.7% |
| 1Y | -41.6% | -11.0% | -30.6% | -40.6% |
| 3Y | +13.8% | +25.9% | -12.1% | +2.4% |
| 5Y | +43.4% | -19.7% | +63.1% | +44.3% |
| 10Y | +268.8% | +258.2% | +10.6% | +104.9% |
| All | +26,501.0% | +5,968.5% | +20,532.5% | +3,664.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling