-27.1%
RKT vs ADSK
-12.8%
-14.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.3% |
| 7D | -6.3% | -2.5% | -3.7% | -5.1% |
| 30D | -6.2% | -14.9% | +8.7% | +1.4% |
| 3M | -1.9% | +3.3% | -5.2% | -4.5% |
| 6M | -13.0% | -15.7% | +2.7% | -7.4% |
| YTD | -31.9% | -28.2% | -3.7% | -21.3% |
| 1Y | -37.6% | -34.5% | -3.0% | -23.9% |
| 3Y | +36.8% | -2.9% | +39.7% | +29.9% |
| 5Y | -9.7% | -25.3% | +15.6% | -11.5% |
| All | -27.1% | -12.8% | -14.3% | -39.9% |
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