+229.7%
UAL vs EOSE
-61.3%
+291.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.9% | -8.4% | +1.4% |
| 7D | +0.7% | +19.0% | -18.3% | -1.2% |
| 30D | -16.1% | +1.6% | -17.7% | -16.5% |
| 3M | +6.1% | -52.0% | +58.1% | +12.5% |
| 6M | +10.8% | -42.5% | +53.4% | +13.8% |
| YTD | -0.4% | -66.1% | +65.7% | +5.7% |
| 1Y | +5.0% | -47.1% | +52.2% | +5.1% |
| 3Y | +124.0% | +0.8% | +123.2% | +90.5% |
| 5Y | +141.0% | -71.7% | +212.6% | +98.1% |
| All | +229.7% | -61.3% | +291.0% | +207.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling