+117.5%
ADP vs EOSE
-82.0%
+199.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.0% | +9.6% | +0.7% |
| 7D | +0.3% | -3.7% | +4.0% | +0.3% |
| 30D | +11.6% | -22.0% | +33.6% | +11.9% |
| 3M | +15.1% | -57.3% | +72.4% | +16.5% |
| 6M | +46.0% | -77.7% | +123.7% | +49.6% |
| YTD | +22.4% | -84.2% | +106.6% | +25.5% |
| 1Y | +24.5% | -89.5% | +114.0% | +29.0% |
| 3Y | +44.8% | +41.4% | +3.4% | +32.4% |
| 5Y | +49.1% | -83.0% | +132.1% | +31.4% |
| All | +117.5% | -82.0% | +199.4% | +108.5% |
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