+132.4%
UAL vs EOSE
-67.9%
+200.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +10.8% | -13.6% | -3.9% |
| 7D | +3.5% | +41.4% | -38.0% | -0.3% |
| 30D | -16.5% | +3.6% | -20.1% | -17.1% |
| 3M | +2.8% | -35.7% | +38.5% | +6.0% |
| 6M | +17.6% | -29.9% | +47.4% | +18.3% |
| YTD | -3.2% | -62.5% | +59.3% | +1.6% |
| 1Y | +0.4% | -37.4% | +37.8% | -1.3% |
| 3Y | +128.2% | +55.8% | +72.4% | +85.2% |
| All | +132.4% | -67.9% | +200.3% | +122.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling