-25.7%
RKT vs ADSK
-15.2%
-10.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.1% | -1.4% |
| 7D | -1.0% | -14.5% | +13.6% | +7.0% |
| 30D | -2.4% | -19.3% | +16.9% | +8.4% |
| 3M | +1.9% | -7.8% | +9.7% | +4.8% |
| 6M | -13.9% | -20.8% | +6.9% | -5.1% |
| YTD | -30.6% | -30.2% | -0.4% | -18.7% |
| 1Y | -34.4% | -36.5% | +2.1% | -18.8% |
| 3Y | +38.2% | -5.7% | +43.9% | +33.3% |
| 5Y | -9.7% | -28.2% | +18.5% | -9.8% |
| All | -25.7% | -15.2% | -10.5% | -37.9% |
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 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