+1,616.8%
DUK vs RCL
+5,601.3%
-3,984.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.2% |
| 3M | +5.6% | +4.9% | +0.6% | +4.9% |
| 6M | +7.0% | +23.7% | -16.8% | +4.5% |
| YTD | +14.0% | +17.8% | -3.8% | +11.2% |
| 1Y | +9.1% | +28.9% | -19.8% | +5.4% |
| 3Y | +67.6% | +241.9% | -174.3% | +44.8% |
| 5Y | +56.6% | +295.4% | -238.8% | +29.4% |
| 10Y | +159.8% | +344.1% | -184.3% | +94.1% |
| All | +1,616.8% | +5,601.3% | -3,984.6% | +835.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling