-47.1%
EOSE vs TROW
+0.2%
-47.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.0% | +11.8% | +12.2% |
| 7D | +19.0% | -1.3% | +20.3% | +21.0% |
| 30D | +1.6% | -4.5% | +6.1% | +7.8% |
| 3M | -52.0% | +3.9% | -55.8% | -55.5% |
| 6M | -42.5% | +22.6% | -65.1% | -58.5% |
| YTD | -66.1% | +10.1% | -76.3% | -72.1% |
| 1Y | -47.1% | +3.6% | -50.7% | -53.3% |
| All | -47.1% | +0.2% | -47.3% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling