+54.2%
RGTI vs ADSK
-26.1%
+80.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.5% |
| 7D | +0.5% | -2.5% | +3.0% | +2.0% |
| 30D | -17.1% | -14.9% | -2.2% | -8.6% |
| 3M | -26.0% | +3.3% | -29.3% | -30.8% |
| 6M | -9.9% | -15.7% | +5.8% | -3.9% |
| YTD | -31.1% | -28.2% | -2.8% | -17.5% |
| 1Y | -8.5% | -34.5% | +26.0% | +17.6% |
| 3Y | +652.2% | -2.9% | +655.1% | +625.7% |
| 5Y | +56.8% | -25.3% | +82.1% | +53.5% |
| All | +54.2% | -26.1% | +80.4% | +51.0% |
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 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