+250.4%
UAL vs EOSE
-80.2%
+330.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +14.4% | -16.2% | -3.3% |
| 7D | +2.3% | -7.0% | +9.3% | +2.8% |
| 30D | +13.3% | -16.7% | +30.1% | +14.7% |
| 3M | -6.3% | -53.1% | +46.8% | -0.3% |
| 6M | +22.5% | -76.8% | +99.3% | +37.8% |
| YTD | +5.9% | -82.6% | +88.5% | +18.8% |
| 1Y | +24.7% | -89.3% | +113.9% | +45.6% |
| 3Y | +211.6% | +55.5% | +156.1% | +152.0% |
| 5Y | +130.6% | -81.9% | +212.4% | +97.3% |
| All | +250.4% | -80.2% | +330.6% | +245.8% |
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