+210.4%
URI vs EOSE
-68.2%
+278.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.3% | -0.3% |
| 7D | +2.5% | +41.4% | -38.9% | -0.3% |
| 30D | -12.5% | +3.6% | -16.2% | -13.1% |
| 3M | -6.2% | -35.7% | +29.5% | -4.0% |
| 6M | +25.9% | -29.9% | +55.7% | +25.9% |
| YTD | +26.2% | -62.5% | +88.7% | +30.6% |
| 1Y | +5.5% | -37.4% | +42.9% | +3.3% |
| 3Y | +125.0% | +55.8% | +69.2% | +84.3% |
| 5Y | +210.4% | -67.8% | +278.2% | +185.2% |
| All | +210.4% | -68.2% | +278.7% | +185.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling