-77.7%
EOSE vs URA
-41.9%
-35.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -3.8% | -5.2% | -3.7% |
| 7D | -3.7% | +4.5% | -8.2% | -9.3% |
| 30D | -22.0% | -13.4% | -8.6% | -2.7% |
| 3M | -57.3% | -28.4% | -28.9% | -30.6% |
| 6M | -77.7% | -40.5% | -37.2% | -52.7% |
| All | -77.7% | -41.9% | -35.7% | -52.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling