+279.0%
ADP vs EOG
+115.2%
+163.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.2% |
| 7D | -5.7% | -1.3% | -4.4% | -5.4% |
| 30D | -3.1% | +3.4% | -6.5% | -3.8% |
| 3M | +15.6% | +7.8% | +7.8% | +13.6% |
| 6M | +20.8% | +13.4% | +7.5% | +17.5% |
| YTD | +4.7% | +43.5% | -38.7% | -2.9% |
| 1Y | -8.3% | +29.7% | -38.0% | -13.4% |
| 3Y | +13.6% | +23.2% | -9.6% | +6.9% |
| 5Y | +45.0% | +176.4% | -131.4% | +12.2% |
| 10Y | +279.0% | +119.1% | +159.9% | +176.3% |
| All | +279.0% | +115.2% | +163.8% | +176.3% |
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