-60.4%
EOSE vs TROW
+7.5%
-67.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.7% |
| 7D | +14.0% | -3.0% | +17.0% | +17.1% |
| 30D | -5.9% | -5.5% | -0.4% | -1.0% |
| 3M | -34.3% | +2.3% | -36.5% | -35.9% |
| 6M | -37.8% | +23.9% | -61.7% | -48.8% |
| YTD | -65.2% | +7.9% | -73.1% | -67.6% |
| 1Y | -41.9% | +6.1% | -48.1% | -44.4% |
| 3Y | +44.6% | +13.8% | +30.7% | +25.7% |
| 5Y | -69.2% | -38.2% | -31.0% | -61.0% |
| All | -60.4% | +7.5% | -67.8% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling