+124.6%
UAL vs EOSE
+49.8%
+74.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.7% |
| 7D | -1.1% | +15.0% | -16.1% | -2.5% |
| 30D | -13.4% | +2.5% | -15.9% | -14.0% |
| 3M | -2.3% | -33.7% | +31.4% | -0.1% |
| 6M | +13.3% | -32.7% | +46.1% | +14.2% |
| YTD | -4.2% | -63.8% | +59.6% | -0.1% |
| 1Y | +1.4% | -40.5% | +41.9% | +0.9% |
| All | +124.6% | +49.8% | +74.8% | +104.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling