+54.0%
UNP vs EOSE
-70.0%
+124.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | -1.8% | +1.8% | -3.6% | -1.9% |
| 30D | -2.7% | -6.8% | +4.1% | -2.7% |
| 3M | +6.5% | -36.3% | +42.8% | +7.3% |
| 6M | +14.4% | -38.8% | +53.1% | +14.7% |
| YTD | +24.8% | -65.5% | +90.3% | +26.3% |
| 1Y | +34.4% | -45.3% | +79.7% | +33.3% |
| 3Y | +43.6% | +44.2% | -0.6% | +32.8% |
| All | +54.0% | -70.0% | +124.0% | +30.9% |
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