+50.2%
XLE vs ADSK
-34.9%
+85.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.5% |
| 7D | +0.5% | -10.9% | +11.4% | +0.3% |
| 30D | +6.6% | -15.9% | +22.5% | +6.1% |
| 3M | +12.3% | -4.4% | +16.6% | +12.5% |
| 6M | +18.4% | -16.6% | +35.0% | +18.2% |
| YTD | +47.2% | -28.5% | +75.7% | +44.0% |
| All | +50.2% | -34.9% | +85.2% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling