+75.4%
USAR vs EOSE
+22.5%
+52.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.8% | -10.5% | -1.6% |
| 7D | +2.3% | +41.4% | -39.1% | -4.3% |
| 30D | -8.6% | +3.6% | -12.3% | -9.7% |
| 3M | -20.5% | -35.7% | +15.2% | -15.3% |
| 6M | +1.2% | -29.9% | +31.1% | +6.3% |
| YTD | +48.4% | -62.5% | +110.9% | +66.3% |
| 1Y | +30.6% | -37.4% | +68.0% | +45.3% |
| 3Y | +73.6% | +55.8% | +17.9% | +88.0% |
| All | +75.4% | +22.5% | +52.9% | +89.9% |
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