+31.5%
OXY vs ADSK
-31.6%
+63.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.3% | +7.3% | -1.0% |
| 7D | +1.6% | -16.4% | +18.0% | +1.4% |
| 30D | +11.6% | -9.2% | +20.8% | +11.5% |
| 3M | +2.8% | -6.7% | +9.5% | +3.6% |
| 6M | +13.0% | -15.5% | +28.6% | +13.4% |
| YTD | +47.4% | -26.4% | +73.8% | +42.4% |
| 1Y | +31.5% | -31.9% | +63.4% | +25.2% |
| All | +31.5% | -31.6% | +63.1% | +25.2% |
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 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