+57.7%
USAR vs EOSE
+44.0%
+13.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.9% | -2.1% | -5.2% |
| 7D | -9.3% | +14.0% | -23.3% | -11.8% |
| 30D | -15.2% | -5.9% | -9.3% | -14.6% |
| 3M | -21.1% | -34.3% | +13.2% | -15.6% |
| 6M | -21.6% | -37.8% | +16.2% | -15.6% |
| YTD | +34.8% | -65.2% | +100.0% | +54.7% |
| 1Y | +15.6% | -41.9% | +57.6% | +31.6% |
| All | +57.7% | +44.0% | +13.7% | +73.8% |
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 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