-45.7%
RDDT vs ADSK
-10.6%
-35.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +7.0% | -1.1% | +2.9% |
| 7D | -24.4% | +11.4% | -35.8% | -28.3% |
| 30D | -32.3% | +21.9% | -54.2% | -38.6% |
| 3M | -36.3% | +13.9% | -50.2% | -41.3% |
| 6M | -39.7% | +9.1% | -48.8% | -43.4% |
| YTD | -55.7% | -8.8% | -46.9% | -53.7% |
| 1Y | -45.7% | -10.2% | -35.5% | -41.7% |
| All | -45.7% | -10.6% | -35.1% | -41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling