+324.4%
DLR vs SEDG
+81.7%
+242.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.5% | -5.9% | +0.1% |
| 7D | +3.4% | +12.1% | -8.7% | +2.5% |
| 30D | -2.2% | +14.7% | -16.9% | -3.3% |
| 3M | +4.7% | -43.0% | +47.8% | +7.9% |
| 6M | +9.0% | +9.0% | 0.0% | +5.4% |
| YTD | +24.1% | +26.3% | -2.1% | +18.1% |
| 1Y | +20.9% | +8.9% | +12.0% | +15.3% |
| 3Y | +60.0% | -75.5% | +135.6% | +61.7% |
| 5Y | +35.3% | -86.7% | +122.0% | +41.3% |
| 10Y | +165.8% | +110.6% | +55.2% | +124.6% |
| All | +324.4% | +81.7% | +242.7% | +261.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling