+87.6%
ADP vs EOSE
-60.2%
+147.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +0.9% |
| 7D | -5.7% | +14.0% | -19.7% | -6.0% |
| 30D | -1.4% | -5.9% | +4.5% | -1.4% |
| 3M | +16.6% | -34.3% | +50.8% | +17.3% |
| 6M | +24.9% | -37.8% | +62.7% | +25.3% |
| YTD | +5.6% | -65.2% | +70.8% | +6.9% |
| 1Y | -6.0% | -41.9% | +35.9% | -6.9% |
| 3Y | +14.5% | +44.6% | -30.1% | +6.3% |
| 5Y | +47.9% | -69.2% | +117.1% | +28.7% |
| All | +87.6% | -60.2% | +147.8% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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