+211.6%
XOM vs ADP
+49.5%
+162.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +2.8% | +2.2% | +0.7% | +2.3% |
| 30D | -3.6% | +10.6% | -14.2% | -6.2% |
| 3M | +8.2% | +12.9% | -4.7% | +4.7% |
| 6M | +14.0% | +50.6% | -36.6% | +1.8% |
| YTD | +44.6% | +23.2% | +21.4% | +35.9% |
| 1Y | +47.8% | +25.3% | +22.5% | +38.2% |
| 3Y | +79.6% | +47.1% | +32.4% | +58.0% |
| All | +211.6% | +49.5% | +162.1% | +171.1% |
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