+10,816.5%
ADP vs EOG
+7,415.7%
+3,400.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -3.4% | +1.3% | -4.7% | -3.6% |
| 30D | +2.8% | +8.2% | -5.4% | +1.4% |
| 3M | +20.9% | +3.8% | +17.1% | +19.9% |
| 6M | +29.9% | +15.3% | +14.6% | +26.5% |
| YTD | +9.6% | +41.7% | -32.1% | +2.9% |
| 1Y | -5.3% | +23.6% | -28.8% | -9.1% |
| 3Y | +16.5% | +23.3% | -6.8% | +10.7% |
| 5Y | +49.4% | +170.4% | -121.0% | +21.8% |
| 10Y | +282.2% | +125.5% | +156.7% | +199.3% |
| All | +10,816.5% | +7,415.7% | +3,400.9% | +5,743.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling