+333.1%
RCL vs ADSK
+222.2%
+110.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.2% |
| 7D | -1.9% | -2.5% | +0.6% | -0.6% |
| 30D | -15.5% | -14.9% | -0.7% | -8.4% |
| 3M | -9.7% | +3.3% | -13.0% | -13.0% |
| 6M | -8.7% | -15.7% | +6.9% | -3.0% |
| YTD | -5.8% | -28.2% | +22.5% | +8.8% |
| 1Y | -24.5% | -34.5% | +10.1% | -7.7% |
| 3Y | +173.9% | -2.9% | +176.8% | +160.8% |
| 5Y | +228.0% | -25.3% | +253.3% | +246.9% |
| All | +333.1% | +222.2% | +110.9% | +162.1% |
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