-60.8%
EOSE vs ULTA
+161.6%
-222.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -2.2% |
| 7D | +1.8% | -3.1% | +4.9% | +3.5% |
| 30D | -6.8% | +2.8% | -9.6% | -8.9% |
| 3M | -36.3% | +14.8% | -51.1% | -42.2% |
| 6M | -38.8% | -16.2% | -22.5% | -32.7% |
| YTD | -65.5% | -9.6% | -55.9% | -63.9% |
| 1Y | -45.3% | +4.8% | -50.1% | -48.6% |
| 3Y | +44.2% | +30.7% | +13.5% | +10.2% |
| 5Y | -69.5% | +45.9% | -115.4% | -78.0% |
| All | -60.8% | +161.6% | -222.4% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling