-84.8%
EOSE vs URA
-32.2%
-52.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -1.1% | +13.7% | +13.9% |
| 7D | +9.7% | -10.5% | +20.3% | +25.3% |
| 30D | -34.6% | -18.6% | -15.9% | -15.2% |
| 3M | -50.8% | -23.0% | -27.8% | -31.3% |
| 6M | -66.5% | -40.3% | -26.2% | -37.4% |
| YTD | -81.3% | -23.5% | -57.9% | -75.3% |
| 1Y | -84.8% | -31.1% | -53.7% | -77.0% |
| All | -84.8% | -32.2% | -52.7% | -77.0% |
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