+454.7%
URI vs EOSE
-58.6%
+513.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.6% |
| 7D | +5.0% | +15.0% | -10.0% | +3.9% |
| 30D | -9.4% | +2.5% | -11.9% | -9.9% |
| 3M | -5.8% | -33.7% | +27.9% | -3.9% |
| 6M | +25.8% | -32.7% | +58.6% | +26.2% |
| YTD | +27.9% | -63.8% | +91.7% | +32.5% |
| 1Y | +9.7% | -40.5% | +50.3% | +8.0% |
| 3Y | +128.0% | +50.4% | +77.6% | +90.0% |
| 5Y | +212.4% | -68.6% | +281.0% | +152.8% |
| All | +454.7% | -58.6% | +513.3% | +382.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling