-19.4%
UPS vs EOSE
-58.6%
+39.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -1.2% |
| 7D | -3.7% | +15.0% | -18.6% | -4.1% |
| 30D | -3.7% | +2.5% | -6.2% | -4.0% |
| 3M | -6.6% | -33.7% | +27.2% | -5.8% |
| 6M | +2.6% | -32.7% | +35.3% | +2.8% |
| YTD | +4.8% | -63.8% | +68.6% | +6.2% |
| 1Y | +25.3% | -40.5% | +65.8% | +23.9% |
| 3Y | -26.9% | +50.4% | -77.2% | -33.1% |
| 5Y | -33.5% | -68.6% | +35.1% | -42.9% |
| All | -19.4% | -58.6% | +39.2% | -26.8% |
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