+215.2%
UAL vs EOSE
-60.2%
+275.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.2% |
| 7D | -2.0% | +14.0% | -16.0% | -3.4% |
| 30D | -15.7% | -5.9% | -9.8% | -15.5% |
| 3M | +3.6% | -34.3% | +37.9% | +6.6% |
| 6M | +16.9% | -37.8% | +54.6% | +19.0% |
| YTD | -4.8% | -65.2% | +60.4% | +0.7% |
| 1Y | -0.9% | -41.9% | +41.0% | -1.8% |
| 3Y | +124.5% | +44.6% | +79.9% | +84.2% |
| 5Y | +140.2% | -69.2% | +209.4% | +95.8% |
| All | +215.2% | -60.2% | +275.5% | +193.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling