+608.2%
OKTA vs SEDG
+120.9%
+487.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.9% | -1.7% |
| 7D | -2.4% | +1.4% | -3.8% | -2.8% |
| 30D | +13.0% | +8.3% | +4.7% | +11.2% |
| 3M | +41.7% | -40.7% | +82.4% | +51.9% |
| 6M | +105.9% | -3.9% | +109.8% | +97.0% |
| YTD | +92.6% | +20.2% | +72.3% | +73.6% |
| 1Y | +81.1% | +17.6% | +63.5% | +59.7% |
| 3Y | +84.8% | -76.6% | +161.4% | +102.2% |
| 5Y | -34.4% | -87.1% | +52.6% | -20.9% |
| All | +608.2% | +120.9% | +487.3% | +394.6% |
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