+212.8%
RDDT vs ADSK
-19.8%
+232.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.3% |
| 7D | +2.1% | -2.5% | +4.7% | +3.9% |
| 30D | +2.8% | -14.9% | +17.7% | +12.9% |
| 3M | -8.9% | +3.3% | -12.3% | -13.7% |
| 6M | +15.1% | -15.7% | +30.7% | +25.8% |
| YTD | -31.4% | -28.2% | -3.1% | -15.6% |
| 1Y | -39.4% | -34.5% | -4.9% | -19.6% |
| All | +212.8% | -19.8% | +232.6% | +230.1% |
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 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