+338.1%
DRI vs SEDG
+118.8%
+219.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.3% |
| 7D | -4.8% | +8.7% | -13.5% | -5.6% |
| 30D | -5.2% | +10.3% | -15.5% | -6.3% |
| 3M | +2.7% | -32.6% | +35.4% | +5.2% |
| 6M | +3.6% | -3.6% | +7.2% | +0.1% |
| YTD | +15.4% | +27.4% | -12.0% | +7.2% |
| 1Y | +1.3% | +24.9% | -23.7% | -7.4% |
| 3Y | +53.1% | -75.3% | +128.4% | +60.9% |
| 5Y | +64.6% | -86.3% | +150.9% | +79.5% |
| All | +338.1% | +118.8% | +219.3% | +222.6% |
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 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