-49.8%
USAR vs EOSE
-85.5%
+35.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +12.6% | -18.5% | -11.7% |
| 7D | -21.8% | +9.7% | -31.5% | -25.7% |
| 30D | -39.9% | -34.6% | -5.4% | -28.4% |
| 3M | -52.5% | -50.8% | -1.7% | -36.8% |
| 6M | -67.9% | -66.5% | -1.5% | -49.7% |
| YTD | -31.1% | -81.3% | +50.2% | +24.9% |
| 1Y | -49.8% | -84.8% | +35.0% | +5.4% |
| All | -49.8% | -85.5% | +35.6% | +5.4% |
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