+9.0%
DUOL vs RY
+144.9%
-135.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.5% | -4.7% |
| 7D | -7.8% | +2.7% | -10.5% | -9.4% |
| 30D | +11.8% | -1.0% | +12.8% | +12.2% |
| 3M | +24.1% | +7.6% | +16.5% | +16.8% |
| 6M | +43.6% | +29.5% | +14.2% | +17.5% |
| YTD | -16.6% | +24.2% | -40.8% | -29.6% |
| 1Y | -46.0% | +46.4% | -92.4% | -59.7% |
| 3Y | -6.5% | +159.4% | -165.9% | -54.6% |
| 5Y | -7.4% | +141.8% | -149.3% | -54.4% |
| All | +9.0% | +144.9% | -135.9% | -46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling