+319.5%
DRI vs SEDG
+80.7%
+238.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.5% |
| 7D | +1.1% | -13.3% | +14.4% | +2.4% |
| 30D | +9.7% | -21.9% | +31.6% | +11.9% |
| 3M | +3.2% | -25.9% | +29.1% | +5.4% |
| 6M | +20.6% | -44.2% | +64.8% | +23.5% |
| YTD | +28.3% | -17.3% | +45.6% | +23.4% |
| 1Y | +34.5% | -34.5% | +69.1% | +32.7% |
| 3Y | +66.5% | -66.7% | +133.2% | +61.6% |
| 5Y | +79.6% | -93.4% | +173.1% | +116.8% |
| All | +319.5% | +80.7% | +238.8% | +219.9% |
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 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