+1,165.4%
DUK vs RY
+11,573.6%
-10,408.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | 0.0% | +3.1% | -3.1% | -0.9% |
| 30D | -1.7% | -0.3% | -1.4% | -1.6% |
| 3M | -0.4% | +8.7% | -9.1% | -2.9% |
| 6M | -7.2% | +28.5% | -35.8% | -13.7% |
| YTD | +5.3% | +25.1% | -19.9% | -1.4% |
| 1Y | +3.0% | +46.3% | -43.3% | -7.8% |
| 3Y | +53.1% | +154.9% | -101.9% | +16.7% |
| 5Y | +37.9% | +140.3% | -102.4% | +6.2% |
| 10Y | +124.8% | +377.0% | -252.2% | +42.8% |
| All | +1,165.4% | +11,573.6% | -10,408.2% | +335.1% |
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