+67.6%
DUK vs RCL
+255.6%
-188.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +1.9% | -1.2% | +3.1% | +1.9% |
| 30D | +8.9% | +17.8% | -9.0% | +9.1% |
| 3M | +5.6% | +4.9% | +0.6% | +5.6% |
| 6M | +7.0% | +23.7% | -16.8% | +7.5% |
| YTD | +14.0% | +17.8% | -3.8% | +14.3% |
| 1Y | +9.1% | +28.9% | -19.8% | +9.5% |
| 3Y | +67.6% | +241.9% | -174.3% | +51.8% |
| All | +67.6% | +255.6% | -188.0% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling