+49.1%
DUK vs RY
+159.6%
-110.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +0.7% | +2.7% | -2.0% | +0.2% |
| 30D | -2.0% | -1.0% | -1.1% | -1.9% |
| 3M | +0.2% | +7.6% | -7.4% | -1.5% |
| 6M | -6.9% | +29.5% | -36.4% | -12.1% |
| YTD | +6.1% | +24.2% | -18.0% | +1.1% |
| 1Y | +4.4% | +46.4% | -42.0% | -5.0% |
| 3Y | +49.1% | +159.4% | -110.3% | +9.8% |
| All | +49.1% | +159.6% | -110.4% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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