-81.0%
EOSE vs URA
+256.7%
-337.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +6.9% |
| 7D | +9.8% | -1.5% | +11.3% | +11.9% |
| 30D | -2.1% | -10.4% | +8.4% | +8.7% |
| 3M | -54.1% | -29.6% | -24.5% | -36.3% |
| 6M | -76.9% | -40.3% | -36.7% | -62.5% |
| YTD | -83.3% | -25.5% | -57.8% | -77.1% |
| 1Y | -87.4% | -26.4% | -61.0% | -82.4% |
| 3Y | +61.9% | +31.4% | +30.4% | +39.2% |
| 5Y | -82.1% | +28.6% | -110.7% | -85.2% |
| All | -81.0% | +256.7% | -337.8% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling