+154.5%
DPZ vs SEDG
+95.4%
+59.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.8% |
| 7D | -2.5% | +8.9% | -11.4% | -3.1% |
| 30D | -7.0% | +0.9% | -7.8% | -7.2% |
| 3M | +11.6% | -53.2% | +64.8% | +16.3% |
| 6M | -15.2% | -9.9% | -5.3% | -17.0% |
| YTD | -17.2% | +18.5% | -35.8% | -21.3% |
| 1Y | -24.8% | +0.1% | -25.0% | -28.4% |
| 3Y | -8.7% | -78.9% | +70.2% | -5.4% |
| 5Y | -28.9% | -88.0% | +59.1% | -24.5% |
| All | +154.5% | +95.4% | +59.1% | +90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling