+67.3%
DVN vs SEDG
+106.4%
-39.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.1% | +1.3% |
| 7D | +4.5% | +1.4% | +3.1% | +4.2% |
| 30D | +12.0% | +8.3% | +3.7% | +10.2% |
| 3M | +13.4% | -40.7% | +54.1% | +20.2% |
| 6M | +12.1% | -3.9% | +16.0% | +6.7% |
| YTD | +38.8% | +20.2% | +18.6% | +25.4% |
| 1Y | +46.0% | +17.6% | +28.4% | +29.2% |
| 3Y | +9.5% | -76.6% | +86.1% | +14.8% |
| 5Y | +125.3% | -87.1% | +212.3% | +151.1% |
| All | +67.3% | +106.4% | -39.2% | +2.7% |
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