-67.8%
EOSE vs RY
+140.3%
-208.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.8% | +11.6% | +12.1% |
| 7D | +41.4% | +2.7% | +38.7% | +34.9% |
| 30D | +3.6% | -1.0% | +4.6% | +5.3% |
| 3M | -35.7% | +7.6% | -43.4% | -44.1% |
| 6M | -29.9% | +29.5% | -59.3% | -56.0% |
| YTD | -62.5% | +24.2% | -86.6% | -74.0% |
| 1Y | -37.4% | +46.4% | -83.8% | -66.9% |
| 3Y | +55.8% | +159.4% | -103.6% | -65.3% |
| 5Y | -67.8% | +141.8% | -209.7% | -91.5% |
| All | -67.8% | +140.3% | -208.1% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling