+13.0%
DLR vs SEDG
-5.0%
+18.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.7% | +11.3% | +2.7% |
| 7D | +2.8% | +1.8% | +1.0% | +2.8% |
| 30D | +2.8% | -12.7% | +15.5% | +3.0% |
| 3M | -4.0% | -38.4% | +34.4% | -3.5% |
| 6M | -5.6% | -27.7% | +22.1% | -5.8% |
| YTD | +21.9% | +4.1% | +17.9% | +18.1% |
| 1Y | +13.0% | -5.7% | +18.7% | +9.6% |
| All | +13.0% | -5.0% | +18.0% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling