+94.8%
ADP vs EOSE
-61.3%
+156.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.9% | -12.9% | -2.3% |
| 7D | -3.4% | +19.0% | -22.4% | -3.8% |
| 30D | +2.8% | +1.6% | +1.2% | +2.7% |
| 3M | +20.9% | -52.0% | +72.9% | +22.6% |
| 6M | +29.9% | -42.5% | +72.4% | +30.5% |
| YTD | +9.6% | -66.1% | +75.8% | +11.1% |
| 1Y | -5.3% | -47.1% | +41.9% | -5.9% |
| 3Y | +16.5% | +0.8% | +15.7% | +9.7% |
| 5Y | +49.4% | -71.7% | +121.1% | +30.1% |
| All | +94.8% | -61.3% | +156.1% | +84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling