+23.1%
DUOL vs RY
+138.6%
-115.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | +3.0% | +0.6% | +2.5% | +2.6% |
| 30D | +18.3% | +5.0% | +13.3% | +14.9% |
| 3M | +14.7% | -5.3% | +20.0% | +18.9% |
| 6M | +57.5% | +13.8% | +43.6% | +42.1% |
| YTD | -5.8% | +21.0% | -26.8% | -18.9% |
| 1Y | -11.4% | +40.5% | -51.9% | -31.8% |
| 3Y | -22.5% | +159.7% | -182.2% | -62.4% |
| 5Y | +6.6% | +124.3% | -117.7% | -45.5% |
| All | +23.1% | +138.6% | -115.4% | -37.8% |
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 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