+55.2%
DLR vs SEDG
-75.7%
+130.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.3% | -2.2% |
| 7D | -1.3% | +8.7% | -10.0% | -1.7% |
| 30D | -2.9% | +10.3% | -13.2% | -3.4% |
| 3M | +3.2% | -32.6% | +35.8% | +4.5% |
| 6M | +3.9% | -3.6% | +7.4% | +2.0% |
| YTD | +21.4% | +27.4% | -5.9% | +16.6% |
| 1Y | +9.7% | +24.9% | -15.2% | +4.8% |
| All | +55.2% | -75.7% | +130.9% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling