+3.0%
DUK vs RCL
-23.9%
+26.9%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -1.0% |
| 7D | 0.0% | -5.1% | +5.1% | -0.1% |
| 30D | -1.7% | -19.0% | +17.3% | -2.1% |
| 3M | -0.4% | -9.6% | +9.1% | -0.5% |
| 6M | -7.2% | -6.7% | -0.6% | -7.1% |
| YTD | +5.3% | -3.9% | +9.2% | +4.5% |
| 1Y | +3.0% | -25.1% | +28.0% | +7.2% |
| All | +3.0% | -23.9% | +26.9% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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