+19.5%
UL vs EOSE
-57.1%
+76.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.8% | -11.9% | -1.1% |
| 7D | -1.3% | +41.4% | -42.8% | -1.6% |
| 30D | +0.9% | +3.6% | -2.7% | +0.9% |
| 3M | +14.2% | -35.7% | +50.0% | +14.6% |
| 6M | -3.2% | -29.9% | +26.7% | -3.2% |
| YTD | -0.3% | -62.5% | +62.1% | +0.1% |
| 1Y | -8.8% | -37.4% | +28.6% | -9.4% |
| 3Y | +23.9% | +55.8% | -31.9% | +19.0% |
| 5Y | +21.4% | -67.8% | +89.2% | +13.7% |
| All | +19.5% | -57.1% | +76.6% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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