-41.9%
EOSE vs URA
+11.7%
-53.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.0% | +0.1% | +0.5% |
| 7D | +14.0% | -1.5% | +15.5% | +16.3% |
| 30D | -5.9% | -0.4% | -5.5% | -4.9% |
| 3M | -34.3% | +6.3% | -40.5% | -37.6% |
| 6M | -37.8% | -14.0% | -23.8% | -26.8% |
| YTD | -65.2% | +5.3% | -70.5% | -65.9% |
| 1Y | -41.9% | +11.7% | -53.6% | -36.3% |
| All | -41.9% | +11.7% | -53.6% | -36.3% |
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