+14.7%
ADP vs EOG
+21.8%
-7.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -5.5% | -2.0% | -3.5% | -5.2% |
| 30D | -1.2% | +7.9% | -9.1% | -2.4% |
| 3M | +17.9% | +4.5% | +13.4% | +16.8% |
| 6M | +20.3% | +12.3% | +8.0% | +18.1% |
| YTD | +5.8% | +41.9% | -36.0% | +0.6% |
| 1Y | -7.7% | +27.8% | -35.6% | -10.9% |
| 3Y | +14.7% | +21.8% | -7.1% | +10.8% |
| All | +14.7% | +21.8% | -7.1% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling