-11.4%
RKT vs ADSK
-25.3%
+13.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.3% |
| 7D | -6.3% | -2.5% | -3.7% | -5.0% |
| 30D | -6.2% | -14.9% | +8.7% | +1.9% |
| 3M | -1.9% | +3.3% | -5.2% | -4.7% |
| 6M | -13.0% | -15.7% | +2.7% | -7.0% |
| YTD | -31.9% | -28.2% | -3.7% | -20.4% |
| 1Y | -37.6% | -34.5% | -3.0% | -22.7% |
| 3Y | +36.8% | -2.9% | +39.7% | +27.6% |
| All | -11.4% | -25.3% | +13.9% | -23.5% |
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