-75.2%
SEDG vs DUOL
-8.7%
-66.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.3% | +0.1% | +3.8% |
| 7D | +8.7% | -8.6% | +17.3% | +10.1% |
| 30D | +10.3% | +7.2% | +3.2% | +8.8% |
| 3M | -32.6% | +19.1% | -51.7% | -35.2% |
| 6M | -3.6% | +52.5% | -56.1% | -12.6% |
| YTD | +27.4% | -17.3% | +44.7% | +30.4% |
| 1Y | +24.9% | -49.2% | +74.1% | +40.4% |
| All | -75.2% | -8.7% | -66.5% | -77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling