+162.6%
DUK vs RCL
+340.1%
-177.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +1.9% | -1.2% | +3.1% | +2.0% |
| 30D | +8.9% | +17.8% | -9.0% | +7.6% |
| 3M | +5.6% | +4.9% | +0.6% | +5.1% |
| 6M | +7.0% | +23.7% | -16.8% | +5.2% |
| YTD | +14.0% | +17.8% | -3.8% | +11.9% |
| 1Y | +9.1% | +28.9% | -19.8% | +6.3% |
| 3Y | +67.6% | +241.9% | -174.3% | +48.5% |
| 5Y | +56.6% | +295.4% | -238.8% | +33.9% |
| All | +162.6% | +340.1% | -177.6% | +94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling