+318.8%
ADP vs EOG
+131.8%
+187.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | +0.9% | +4.6% | -3.6% | +0.1% |
| 30D | +11.9% | +2.9% | +9.0% | +11.1% |
| 3M | +13.7% | +8.0% | +5.8% | +11.8% |
| 6M | +46.8% | +17.0% | +29.8% | +41.7% |
| YTD | +21.8% | +51.1% | -29.3% | +11.5% |
| 1Y | +23.5% | +45.1% | -21.6% | +13.9% |
| 3Y | +44.1% | +39.4% | +4.6% | +32.3% |
| 5Y | +49.9% | +105.6% | -55.7% | +23.7% |
| 10Y | +318.8% | +133.5% | +185.3% | +205.3% |
| All | +318.8% | +131.8% | +187.0% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 10y: compounded portfolio wealth divided by compounded EOG 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…
10y analysis · Full analysis span regression · 6 months rolling