+640.7%
ODFL vs SEDG
+75.6%
+565.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -2.3% |
| 7D | -3.0% | +3.6% | -6.6% | -3.4% |
| 30D | -14.3% | +9.3% | -23.6% | -15.4% |
| 3M | -26.7% | -39.1% | +12.4% | -23.5% |
| 6M | -7.5% | +1.8% | -9.3% | -10.8% |
| YTD | +16.5% | +22.0% | -5.5% | +9.2% |
| 1Y | +23.5% | +17.2% | +6.3% | +14.4% |
| 3Y | -12.1% | -76.3% | +64.3% | -9.2% |
| 5Y | +28.9% | -87.2% | +116.2% | +40.0% |
| 10Y | +746.5% | +108.6% | +637.9% | +523.9% |
| All | +640.7% | +75.6% | +565.1% | +464.7% |
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 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