+292.2%
RCL vs ADSK
-20.1%
+312.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.6% |
| 7D | -1.2% | +1.0% | -2.2% | -1.7% |
| 30D | +17.8% | +14.4% | +3.5% | +9.2% |
| 3M | +4.9% | +2.5% | +2.4% | +2.1% |
| 6M | +23.7% | +14.5% | +9.3% | +10.8% |
| YTD | +17.8% | -10.7% | +28.5% | +21.0% |
| 1Y | +28.9% | -11.0% | +39.9% | +32.6% |
| 3Y | +241.9% | +25.9% | +216.0% | +173.7% |
| All | +292.2% | -20.1% | +312.3% | +242.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling