-30.1%
DPZ vs SEDG
-93.2%
+63.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.9% | +10.3% | +1.8% |
| 7D | -2.5% | -7.3% | +4.8% | -2.2% |
| 30D | +12.5% | -25.3% | +37.9% | +13.9% |
| 3M | -5.2% | -24.1% | +18.9% | -4.3% |
| 6M | +8.8% | -39.9% | +48.7% | +9.3% |
| YTD | -18.7% | -15.8% | -2.8% | -21.0% |
| 1Y | -15.7% | -42.9% | +27.2% | -16.1% |
| 3Y | -7.5% | -65.9% | +58.4% | -8.6% |
| 5Y | -30.1% | -93.3% | +63.2% | -17.9% |
| All | -30.1% | -93.2% | +63.1% | -17.9% |
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 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