+15.0%
DUOL vs RY
+146.8%
-131.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.3% |
| 7D | +5.1% | +3.1% | +2.0% | +2.9% |
| 30D | +14.1% | -0.3% | +14.5% | +14.0% |
| 3M | +41.5% | +8.7% | +32.9% | +32.4% |
| 6M | +60.6% | +28.5% | +32.1% | +32.1% |
| YTD | -12.0% | +25.1% | -37.1% | -26.1% |
| 1Y | -43.4% | +46.3% | -89.6% | -57.7% |
| 3Y | +3.7% | +154.9% | -151.2% | -49.0% |
| 5Y | -5.3% | +140.3% | -145.6% | -53.3% |
| All | +15.0% | +146.8% | -131.7% | -43.3% |
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