+23.3%
DVN vs SEDG
+83.3%
-60.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.3% | +1.4% |
| 7D | +2.5% | +8.7% | -6.2% | +1.1% |
| 30D | +10.2% | +10.3% | -0.2% | +8.1% |
| 3M | +8.1% | -32.6% | +40.7% | +12.3% |
| 6M | +15.9% | -3.6% | +19.4% | +10.3% |
| YTD | +38.2% | +27.4% | +10.9% | +23.7% |
| 1Y | +44.5% | +24.9% | +19.6% | +26.6% |
| 3Y | +5.1% | -75.3% | +80.5% | +8.1% |
| 5Y | +124.3% | -86.3% | +210.6% | +144.7% |
| 10Y | +65.9% | +117.7% | -51.8% | -3.1% |
| All | +23.3% | +83.3% | -60.0% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling