+11,987.3%
ADP vs EOG
+7,795.6%
+4,191.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.8% |
| 7D | +3.2% | -2.4% | +5.5% | +3.5% |
| 30D | +12.8% | +2.9% | +9.8% | +12.1% |
| 3M | +12.3% | +7.2% | +5.1% | +10.8% |
| 6M | +45.4% | +18.2% | +27.2% | +40.9% |
| YTD | +21.4% | +48.9% | -27.5% | +12.9% |
| 1Y | +23.7% | +46.7% | -23.0% | +15.2% |
| 3Y | +43.6% | +37.4% | +6.2% | +34.0% |
| 5Y | +48.7% | +103.9% | -55.2% | +27.3% |
| 10Y | +316.1% | +127.0% | +189.1% | +225.2% |
| All | +11,987.3% | +7,795.6% | +4,191.7% | +6,307.8% |
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