+287.3%
EOSE vs UMAC
+473.8%
-186.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.6% |
| 7D | +1.8% | -3.4% | +5.2% | +2.5% |
| 30D | -6.8% | -15.1% | +8.3% | -5.0% |
| 3M | -36.3% | -10.8% | -25.5% | -36.0% |
| 6M | -38.8% | +15.7% | -54.4% | -42.7% |
| YTD | -65.5% | +80.1% | -145.7% | -69.8% |
| 1Y | -45.3% | +116.7% | -162.0% | -53.5% |
| All | +287.3% | +473.8% | -186.5% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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