+54.4%
DLR vs SEDG
-65.9%
+120.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.8% |
| 7D | +3.3% | -13.3% | +16.6% | +4.0% |
| 30D | +4.6% | -21.9% | +26.4% | +5.7% |
| 3M | -8.3% | -25.9% | +17.6% | -7.2% |
| 6M | -5.6% | -44.2% | +38.6% | -4.3% |
| YTD | +18.7% | -17.3% | +36.1% | +16.3% |
| 1Y | +17.1% | -34.5% | +51.6% | +16.2% |
| 3Y | +54.4% | -66.7% | +121.1% | +54.1% |
| All | +54.4% | -65.9% | +120.3% | +54.1% |
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