-87.4%
EOSE vs URA
-29.3%
-58.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +7.5% |
| 7D | +9.8% | -1.5% | +11.3% | +12.6% |
| 30D | -2.1% | -10.4% | +8.4% | +12.9% |
| 3M | -54.1% | -29.6% | -24.5% | -28.4% |
| 6M | -76.9% | -40.3% | -36.7% | -56.3% |
| YTD | -83.3% | -25.5% | -57.8% | -77.6% |
| 1Y | -87.4% | -26.4% | -61.0% | -82.7% |
| All | -87.4% | -29.3% | -58.1% | -82.7% |
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