+45.0%
ADP vs EOSE
-69.1%
+114.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.9% |
| 7D | -5.7% | +15.0% | -20.6% | -6.0% |
| 30D | -3.1% | +2.5% | -5.6% | -3.3% |
| 3M | +15.6% | -33.7% | +49.3% | +16.4% |
| 6M | +20.8% | -32.7% | +53.5% | +20.9% |
| YTD | +4.7% | -63.8% | +68.5% | +6.2% |
| 1Y | -8.3% | -40.5% | +32.3% | -9.4% |
| 3Y | +13.6% | +50.4% | -36.8% | +3.9% |
| 5Y | +45.0% | -68.6% | +113.6% | +25.6% |
| All | +45.0% | -69.1% | +114.1% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling