+157.0%
DUK vs SEDG
+83.3%
+73.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.0% |
| 7D | -1.7% | +8.7% | -10.4% | -1.9% |
| 30D | -2.2% | +10.3% | -12.6% | -2.6% |
| 3M | -3.7% | -32.6% | +28.9% | -3.0% |
| 6M | -6.3% | -3.6% | -2.8% | -7.3% |
| YTD | +4.5% | +27.4% | -22.9% | +2.1% |
| 1Y | +1.8% | +24.9% | -23.1% | -0.9% |
| 3Y | +46.8% | -75.3% | +122.1% | +49.0% |
| 5Y | +40.2% | -86.3% | +126.6% | +43.7% |
| 10Y | +129.8% | +117.7% | +12.1% | +105.4% |
| All | +157.0% | +83.3% | +73.8% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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