+227.7%
XLE vs ADSK
-28.7%
+256.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +1.2% |
| 7D | +0.3% | -14.5% | +14.8% | +2.4% |
| 30D | +8.5% | -19.3% | +27.8% | +11.4% |
| 3M | +14.6% | -7.8% | +22.4% | +15.3% |
| 6M | +17.6% | -20.8% | +38.3% | +20.7% |
| YTD | +48.1% | -30.2% | +78.3% | +54.6% |
| 1Y | +53.8% | -36.5% | +90.3% | +63.1% |
| 3Y | +56.2% | -5.7% | +61.9% | +53.2% |
| 5Y | +227.7% | -28.2% | +255.9% | +218.2% |
| All | +227.7% | -28.7% | +256.4% | +218.2% |
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