+39.6%
DUK vs RCL
+233.3%
-193.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.6% |
| 7D | -0.1% | -2.2% | +2.1% | -0.1% |
| 30D | +0.2% | -15.7% | +15.9% | +0.5% |
| 3M | -1.9% | -8.0% | +6.1% | -1.8% |
| 6M | -6.5% | -10.1% | +3.6% | -6.4% |
| YTD | +5.4% | -5.9% | +11.3% | +5.3% |
| 1Y | +3.6% | -23.5% | +27.0% | +3.9% |
| 3Y | +48.1% | +174.4% | -126.3% | +41.8% |
| 5Y | +39.6% | +227.1% | -187.6% | +30.5% |
| All | +39.6% | +233.3% | -193.7% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling