+1,245.0%
DUK vs RY
+11,121.0%
-9,876.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.4% |
| 7D | +0.3% | -0.9% | +1.2% | +0.5% |
| 30D | +10.6% | +5.9% | +4.8% | +8.9% |
| 3M | +4.0% | -4.3% | +8.3% | +5.2% |
| 6M | +3.6% | +12.1% | -8.6% | +0.1% |
| YTD | +11.9% | +20.3% | -8.4% | +5.8% |
| 1Y | +6.7% | +41.0% | -34.3% | -3.5% |
| 3Y | +59.4% | +157.5% | -98.1% | +21.2% |
| 5Y | +52.4% | +123.2% | -70.8% | +19.7% |
| 10Y | +148.2% | +365.7% | -217.5% | +58.6% |
| All | +1,245.0% | +11,121.0% | -9,876.0% | +367.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling