+42.6%
UNP vs EOSE
-85.5%
+128.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.6% | -11.0% | +1.8% |
| 7D | +3.6% | +9.7% | -6.1% | +3.7% |
| 30D | +11.4% | -34.6% | +45.9% | +10.9% |
| 3M | +4.6% | -50.8% | +55.4% | +3.8% |
| 6M | +18.3% | -66.5% | +84.7% | +17.0% |
| YTD | +35.4% | -81.3% | +116.7% | +31.6% |
| 1Y | +42.6% | -84.8% | +127.4% | +38.8% |
| All | +42.6% | -85.5% | +128.1% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling