-86.4%
SEDG vs DUOL
+1.6%
-88.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.4% |
| 7D | +1.4% | -7.0% | +8.4% | +3.0% |
| 30D | +8.3% | +6.7% | +1.6% | +6.1% |
| 3M | -40.7% | +16.0% | -56.7% | -43.7% |
| 6M | -3.9% | +45.4% | -49.3% | -15.2% |
| YTD | +20.2% | -18.1% | +38.3% | +22.1% |
| 1Y | +17.6% | -53.6% | +71.2% | +36.9% |
| 3Y | -76.6% | -11.0% | -65.6% | -79.7% |
| 5Y | -87.1% | -17.1% | -70.0% | -91.0% |
| All | -86.4% | +1.6% | -88.0% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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