+787.4%
SEI vs DUOL
-1.5%
+789.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.9% | +10.7% | +6.4% |
| 7D | +28.2% | -11.8% | +40.0% | +30.0% |
| 30D | +15.5% | +1.5% | +14.0% | +14.5% |
| 3M | -1.4% | +18.1% | -19.5% | -5.6% |
| 6M | +37.4% | +38.7% | -1.2% | +27.1% |
| YTD | +47.8% | -20.7% | +68.5% | +49.5% |
| 1Y | +174.3% | -49.1% | +223.4% | +196.6% |
| 3Y | +598.5% | -11.0% | +609.5% | +586.8% |
| 5Y | +1,026.2% | -18.0% | +1,044.2% | +880.8% |
| All | +787.4% | -1.5% | +789.0% | +669.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling