-60.8%
EOSE vs URA
+387.7%
-448.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +1.8% |
| 7D | +1.8% | -5.5% | +7.3% | +7.0% |
| 30D | -6.8% | -3.7% | -3.1% | -3.2% |
| 3M | -36.3% | -2.9% | -33.4% | -33.5% |
| 6M | -38.8% | -15.2% | -23.5% | -27.8% |
| YTD | -65.5% | +1.9% | -67.4% | -64.5% |
| 1Y | -45.3% | +6.9% | -52.2% | -45.5% |
| 3Y | +44.2% | +99.6% | -55.4% | -15.7% |
| 5Y | -69.5% | +101.2% | -170.7% | -82.8% |
| All | -60.8% | +387.7% | -448.5% | -81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling