+82.8%
DRI vs SEDG
-93.5%
+176.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.5% |
| 7D | +1.1% | -13.3% | +14.4% | +1.7% |
| 30D | +9.7% | -21.9% | +31.6% | +10.8% |
| 3M | +3.2% | -25.9% | +29.1% | +4.3% |
| 6M | +20.6% | -44.2% | +64.8% | +21.9% |
| YTD | +28.3% | -17.3% | +45.6% | +25.3% |
| 1Y | +34.5% | -34.5% | +69.1% | +33.2% |
| 3Y | +66.5% | -66.7% | +133.2% | +67.1% |
| All | +82.8% | -93.5% | +176.3% | +124.3% |
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