+44.2%
EOSE vs TROW
+11.3%
+32.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | +0.1% |
| 7D | +1.8% | -3.2% | +5.0% | +5.1% |
| 30D | -6.8% | -4.6% | -2.2% | -2.5% |
| 3M | -36.3% | -0.7% | -35.6% | -36.3% |
| 6M | -38.8% | +22.2% | -61.0% | -49.7% |
| YTD | -65.5% | +6.6% | -72.2% | -67.8% |
| 1Y | -45.3% | +5.8% | -51.1% | -47.9% |
| 3Y | +44.2% | +11.6% | +32.6% | +2.5% |
| All | +44.2% | +11.3% | +32.8% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling