-68.6%
EOSE vs URA
+132.7%
-201.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.1% | -2.3% |
| 7D | +15.0% | +5.7% | +9.2% | +9.6% |
| 30D | +2.5% | +5.6% | -3.1% | -1.7% |
| 3M | -33.7% | +6.2% | -39.9% | -36.1% |
| 6M | -32.7% | -8.2% | -24.5% | -25.7% |
| YTD | -63.8% | +9.7% | -73.5% | -65.1% |
| 1Y | -40.5% | +17.0% | -57.5% | -45.4% |
| 3Y | +50.4% | +118.5% | -68.1% | -21.9% |
| 5Y | -68.6% | +134.3% | -202.9% | -85.1% |
| All | -68.6% | +132.7% | -201.3% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling