-84.8%
EOSE vs ULTA
+27.7%
-112.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +4.1% | +8.6% | +11.1% |
| 7D | +9.7% | +6.7% | +3.0% | +7.4% |
| 30D | -34.6% | +21.7% | -56.3% | -38.7% |
| 3M | -50.8% | +21.5% | -72.3% | -53.9% |
| 6M | -66.5% | +27.5% | -94.0% | -68.7% |
| YTD | -81.3% | +9.2% | -90.5% | -81.1% |
| 1Y | -84.8% | +27.9% | -112.7% | -84.6% |
| All | -84.8% | +27.7% | -112.5% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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