+1,255.4%
DUK vs RY
+11,253.8%
-9,998.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -0.6% | -3.0% | +2.3% | +0.2% |
| 30D | +9.4% | +6.3% | +3.2% | +7.6% |
| 3M | +5.4% | -2.6% | +8.0% | +6.1% |
| 6M | +4.9% | +13.9% | -9.0% | +0.9% |
| YTD | +12.7% | +21.7% | -8.9% | +6.3% |
| 1Y | +7.8% | +40.4% | -32.7% | -2.4% |
| 3Y | +63.3% | +161.3% | -98.0% | +23.7% |
| 5Y | +54.2% | +126.5% | -72.2% | +20.7% |
| 10Y | +156.8% | +354.3% | -197.5% | +65.1% |
| All | +1,255.4% | +11,253.8% | -9,998.4% | +369.4% |
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