+152.7%
URI vs EOSE
+40.3%
+112.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.0% | +8.0% | -0.5% |
| 7D | +9.3% | -3.7% | +13.1% | +9.5% |
| 30D | +7.6% | -22.0% | +29.6% | +8.6% |
| 3M | +1.0% | -57.3% | +58.4% | +4.9% |
| 6M | +19.8% | -77.7% | +97.5% | +27.6% |
| YTD | +41.9% | -84.2% | +126.1% | +51.2% |
| 1Y | +33.4% | -89.5% | +122.9% | +45.3% |
| All | +152.7% | +40.3% | +112.4% | +114.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling