+507.3%
ORLY vs SEDG
+83.3%
+424.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.0% | -0.9% |
| 7D | -2.1% | +8.7% | -10.9% | -2.5% |
| 30D | -7.6% | +10.3% | -18.0% | -8.1% |
| 3M | -5.5% | -32.6% | +27.1% | -4.4% |
| 6M | -9.7% | -3.6% | -6.1% | -11.4% |
| YTD | -6.2% | +27.4% | -33.6% | -9.8% |
| 1Y | -18.6% | +24.9% | -43.6% | -22.3% |
| 3Y | +33.8% | -75.3% | +109.1% | +37.0% |
| 5Y | +116.5% | -86.3% | +202.8% | +125.6% |
| 10Y | +361.0% | +117.7% | +243.3% | +258.2% |
| All | +507.3% | +83.3% | +424.1% | +343.1% |
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 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