+207.2%
UMC vs EOSE
-49.1%
+256.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +10.9% | -6.3% | +3.3% |
| 7D | +5.0% | +19.0% | -14.1% | +2.6% |
| 30D | +7.7% | +1.6% | +6.1% | +7.0% |
| 3M | +1.7% | -52.0% | +53.6% | +6.9% |
| 6M | +113.9% | -42.5% | +156.4% | +121.4% |
| YTD | +168.9% | -66.1% | +235.0% | +179.2% |
| 1Y | +207.2% | -47.1% | +254.3% | +213.4% |
| All | +207.2% | -49.1% | +256.3% | +213.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling