+83.6%
UNP vs EOSE
-57.1%
+140.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.2% | -0.6% |
| 7D | -0.7% | +41.4% | -42.2% | -1.6% |
| 30D | -1.1% | +3.6% | -4.8% | -1.3% |
| 3M | +7.9% | -35.7% | +43.6% | +8.6% |
| 6M | +14.6% | -29.9% | +44.5% | +14.6% |
| YTD | +26.6% | -62.5% | +89.1% | +27.8% |
| 1Y | +35.6% | -37.4% | +73.0% | +34.2% |
| 3Y | +45.5% | +55.8% | -10.3% | +35.4% |
| 5Y | +50.0% | -67.8% | +117.8% | +35.2% |
| All | +83.6% | -57.1% | +140.7% | +72.7% |
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