+6.4%
OXY vs ADSK
+222.2%
-215.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +2.8% | -2.5% | +5.4% | +3.6% |
| 30D | +5.5% | -14.9% | +20.3% | +10.4% |
| 3M | +11.3% | +3.3% | +8.0% | +8.7% |
| 6M | +11.6% | -15.7% | +27.3% | +15.7% |
| YTD | +51.6% | -28.2% | +79.8% | +64.6% |
| 1Y | +36.2% | -34.5% | +70.8% | +52.5% |
| 3Y | +1.7% | -2.9% | +4.6% | -3.9% |
| 5Y | +164.5% | -25.3% | +189.8% | +161.9% |
| All | +6.4% | +222.2% | -215.8% | -27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling