-47.1%
EOSE vs URA
+17.2%
-64.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.8% | +10.1% | +10.0% |
| 7D | +19.0% | +1.1% | +17.9% | +17.8% |
| 30D | +1.6% | +7.4% | -5.8% | -5.4% |
| 3M | -52.0% | -8.4% | -43.6% | -47.0% |
| 6M | -42.5% | -12.7% | -29.8% | -33.8% |
| YTD | -66.1% | +7.8% | -73.9% | -67.7% |
| 1Y | -47.1% | +19.5% | -66.6% | -43.3% |
| All | -47.1% | +17.2% | -64.4% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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