+19.5%
DUOL vs RY
+137.2%
-117.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +3.1% |
| 7D | +21.9% | -0.9% | +22.8% | +23.2% |
| 30D | +5.7% | +5.9% | -0.1% | +2.1% |
| 3M | +30.9% | -4.3% | +35.1% | +34.7% |
| 6M | +52.8% | +12.1% | +40.6% | +39.4% |
| YTD | -8.6% | +20.3% | -28.9% | -20.9% |
| 1Y | -17.2% | +41.0% | -58.2% | -36.5% |
| 3Y | +2.0% | +157.5% | -155.6% | -50.2% |
| 5Y | +4.4% | +123.2% | -118.8% | -46.4% |
| All | +19.5% | +137.2% | -117.7% | -39.4% |
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