+210.6%
UAL vs EOSE
+54.3%
+156.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +14.4% | -16.2% | -3.1% |
| 7D | +2.3% | -7.0% | +9.3% | +2.7% |
| 30D | +13.3% | -16.7% | +30.1% | +14.5% |
| 3M | -6.3% | -53.1% | +46.8% | -1.1% |
| 6M | +22.5% | -76.8% | +99.3% | +35.4% |
| YTD | +5.9% | -82.6% | +88.5% | +16.5% |
| 1Y | +24.7% | -89.3% | +113.9% | +41.5% |
| All | +210.6% | +54.3% | +156.3% | +186.2% |
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