-58.8%
EOSE vs RY
+255.9%
-314.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.4% | -1.7% |
| 7D | +15.0% | -0.5% | +15.5% | +15.4% |
| 30D | +2.5% | -1.9% | +4.4% | +5.8% |
| 3M | -33.7% | +5.1% | -38.8% | -39.6% |
| 6M | -32.7% | +28.2% | -60.9% | -56.5% |
| YTD | -63.8% | +22.9% | -86.7% | -74.2% |
| 1Y | -40.5% | +45.5% | -86.0% | -67.7% |
| 3Y | +50.4% | +156.7% | -106.3% | -64.8% |
| 5Y | -68.6% | +137.7% | -206.3% | -91.5% |
| All | -58.8% | +255.9% | -314.7% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling