+44.2%
EOSE vs ULTA
+31.2%
+12.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -2.0% |
| 7D | +1.8% | -3.1% | +4.9% | +3.2% |
| 30D | -6.8% | +2.8% | -9.6% | -8.4% |
| 3M | -36.3% | +14.8% | -51.1% | -40.8% |
| 6M | -38.8% | -16.2% | -22.5% | -33.7% |
| YTD | -65.5% | -9.6% | -55.9% | -64.0% |
| 1Y | -45.3% | +4.8% | -50.1% | -47.3% |
| 3Y | +44.2% | +30.7% | +13.5% | +20.3% |
| All | +44.2% | +31.2% | +12.9% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling