-33.3%
OKTA vs SEDG
-87.2%
+53.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.9% | -1.8% |
| 7D | -2.4% | +1.4% | -3.8% | -2.7% |
| 30D | +13.0% | +8.3% | +4.7% | +11.3% |
| 3M | +41.7% | -40.7% | +82.4% | +51.1% |
| 6M | +105.9% | -3.9% | +109.8% | +97.6% |
| YTD | +92.6% | +20.2% | +72.3% | +74.6% |
| 1Y | +81.1% | +17.6% | +63.5% | +60.7% |
| 3Y | +84.8% | -76.6% | +161.4% | +134.5% |
| All | -33.3% | -87.2% | +53.9% | -10.1% |
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