-53.1%
EOSE vs RY
-3.2%
-49.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +0.6% | +13.8% | +13.3% |
| 7D | -7.0% | -3.0% | -4.0% | -1.1% |
| 30D | -16.7% | +6.3% | -23.0% | -21.8% |
| 3M | -53.1% | -2.6% | -50.5% | -49.0% |
| All | -53.1% | -3.2% | -49.8% | -49.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling