+261.8%
XOM vs ADP
+43.9%
+217.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.5% |
| 7D | 0.0% | -5.7% | +5.7% | +1.5% |
| 30D | +3.4% | -3.1% | +6.5% | +4.2% |
| 3M | +11.0% | +15.6% | -4.6% | +6.5% |
| 6M | +10.6% | +20.8% | -10.2% | +4.6% |
| YTD | +39.2% | +4.7% | +34.5% | +36.6% |
| 1Y | +52.7% | -8.3% | +61.0% | +56.0% |
| 3Y | +56.8% | +13.6% | +43.2% | +48.7% |
| 5Y | +261.8% | +45.0% | +216.8% | +221.1% |
| All | +261.8% | +43.9% | +217.9% | +221.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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