-7.8%
DPZ vs SEDG
-61.9%
+54.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.6% | -0.5% |
| 7D | -3.5% | -11.2% | +7.6% | -3.3% |
| 30D | +5.7% | -15.3% | +21.0% | +6.0% |
| 3M | -7.5% | -19.9% | +12.5% | -7.2% |
| 6M | +6.2% | -36.2% | +42.4% | +6.1% |
| YTD | -19.8% | -7.6% | -12.2% | -21.6% |
| 1Y | -18.0% | -40.3% | +22.4% | -18.5% |
| All | -7.8% | -61.9% | +54.1% | -9.6% |
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