+7.1%
USAR vs EOSE
-42.0%
+49.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.6% |
| 7D | -11.6% | +1.8% | -13.4% | -12.5% |
| 30D | -15.5% | -6.8% | -8.6% | -13.9% |
| 3M | -31.0% | -36.3% | +5.3% | -18.7% |
| 6M | -26.2% | -38.8% | +12.5% | -13.1% |
| YTD | +30.8% | -65.5% | +96.3% | +81.1% |
| 1Y | +7.1% | -45.3% | +52.4% | +191.2% |
| All | +7.1% | -42.0% | +49.1% | +191.2% |
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 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