-80.2%
EOSE vs RY
+252.5%
-332.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +0.6% | +13.8% | +13.4% |
| 7D | -7.0% | -3.0% | -4.0% | -1.1% |
| 30D | -16.7% | +6.3% | -23.0% | -24.2% |
| 3M | -53.1% | -2.6% | -50.5% | -50.3% |
| 6M | -76.8% | +13.9% | -90.7% | -81.5% |
| YTD | -82.6% | +21.7% | -104.3% | -87.3% |
| 1Y | -89.3% | +40.4% | -129.7% | -93.8% |
| 3Y | +55.5% | +161.3% | -105.9% | -64.1% |
| 5Y | -81.9% | +126.5% | -208.3% | -94.7% |
| All | -80.2% | +252.5% | -332.7% | -93.9% |
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