+59.4%
RBLX vs ADSK
-3.2%
+62.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +5.1% | -2.5% | +7.6% | +6.1% |
| 30D | +28.0% | -14.9% | +42.9% | +36.2% |
| 3M | +4.6% | +3.3% | +1.3% | +1.4% |
| 6M | -24.7% | -15.7% | -9.0% | -20.3% |
| YTD | -43.8% | -28.2% | -15.6% | -35.8% |
| 1Y | -65.8% | -34.5% | -31.2% | -59.1% |
| 3Y | +59.4% | -2.9% | +62.3% | +48.0% |
| All | +59.4% | -3.2% | +62.6% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling