+515.2%
URI vs EOSE
-82.0%
+597.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.0% | +8.0% | -0.4% |
| 7D | +9.3% | -3.7% | +13.1% | +9.5% |
| 30D | +7.6% | -22.0% | +29.6% | +9.0% |
| 3M | +1.0% | -57.3% | +58.4% | +6.3% |
| 6M | +19.8% | -77.7% | +97.5% | +30.7% |
| YTD | +41.9% | -84.2% | +126.1% | +54.8% |
| 1Y | +33.4% | -89.5% | +122.9% | +49.6% |
| 3Y | +156.0% | +41.4% | +114.6% | +111.8% |
| 5Y | +209.5% | -83.0% | +292.5% | +161.1% |
| All | +515.2% | -82.0% | +597.2% | +463.8% |
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