+1,365.9%
OXY vs ADSK
+4,756.5%
-3,390.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.2% |
| 7D | +1.4% | -10.9% | +12.3% | +3.6% |
| 30D | +4.0% | -15.9% | +19.9% | +7.3% |
| 3M | +7.6% | -4.4% | +12.0% | +7.8% |
| 6M | +16.2% | -16.6% | +32.8% | +19.1% |
| YTD | +50.8% | -28.5% | +79.3% | +58.7% |
| 1Y | +34.7% | -34.6% | +69.3% | +44.1% |
| 3Y | -1.0% | -3.5% | +2.4% | -3.3% |
| 5Y | +163.2% | -25.6% | +188.8% | +164.2% |
| 10Y | +5.5% | +216.6% | -211.1% | -18.9% |
| All | +1,365.9% | +4,756.5% | -3,390.6% | +585.6% |
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 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