+51.2%
RSP vs ADSK
-25.3%
+76.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -1.9% | -2.5% | +0.6% | -1.2% |
| 30D | -2.8% | -14.9% | +12.1% | +1.2% |
| 3M | +2.8% | +3.3% | -0.5% | +1.0% |
| 6M | +10.2% | -15.7% | +25.9% | +14.0% |
| YTD | +13.1% | -28.2% | +41.3% | +22.4% |
| 1Y | +14.8% | -34.5% | +49.3% | +27.8% |
| 3Y | +52.6% | -2.9% | +55.5% | +46.7% |
| All | +51.2% | -25.3% | +76.5% | +41.0% |
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 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