-27.5%
DPZ vs SEDG
-92.0%
+64.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.0% | -7.2% | -2.4% |
| 7D | +6.6% | -8.5% | +15.0% | +6.9% |
| 30D | +10.3% | -17.0% | +27.3% | +11.1% |
| 3M | -6.2% | -15.8% | +9.6% | -5.7% |
| 6M | +4.2% | -32.3% | +36.5% | +4.2% |
| YTD | -18.4% | -4.6% | -13.8% | -21.2% |
| 1Y | -14.9% | -29.2% | +14.3% | -16.4% |
| 3Y | -4.6% | -61.7% | +57.0% | -6.1% |
| All | -27.5% | -92.0% | +64.5% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling