+132.0%
DPZ vs SEDG
+94.7%
+37.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.6% | -0.6% |
| 7D | -3.5% | -11.2% | +7.6% | -2.9% |
| 30D | +5.7% | -15.3% | +21.0% | +6.6% |
| 3M | -7.5% | -19.9% | +12.5% | -6.6% |
| 6M | +6.2% | -36.2% | +42.4% | +6.9% |
| YTD | -19.8% | -7.6% | -12.2% | -22.6% |
| 1Y | -18.0% | -40.3% | +22.4% | -18.3% |
| 3Y | -8.8% | -62.5% | +53.7% | -12.0% |
| 5Y | -30.2% | -92.6% | +62.4% | -23.0% |
| 10Y | +132.0% | +99.8% | +32.2% | +75.7% |
| All | +132.0% | +94.7% | +37.3% | +75.7% |
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