+58.3%
XLE vs ADSK
-5.9%
+64.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +1.1% |
| 7D | +0.3% | -14.5% | +14.8% | +1.7% |
| 30D | +8.5% | -19.3% | +27.8% | +10.4% |
| 3M | +14.6% | -7.8% | +22.4% | +15.1% |
| 6M | +17.6% | -20.8% | +38.3% | +20.0% |
| YTD | +48.1% | -30.2% | +78.3% | +53.6% |
| 1Y | +53.8% | -36.5% | +90.3% | +62.1% |
| All | +58.3% | -5.9% | +64.2% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling