+34.6%
OWL vs SEDG
-88.0%
+122.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -2.8% |
| 7D | -6.4% | +3.6% | -10.0% | -6.8% |
| 30D | -5.0% | +9.3% | -14.3% | -6.1% |
| 3M | +15.4% | -39.1% | +54.5% | +20.4% |
| 6M | +15.5% | +1.8% | +13.7% | +11.3% |
| YTD | -22.7% | +22.0% | -44.7% | -27.5% |
| 1Y | -34.1% | +17.2% | -51.3% | -38.8% |
| 3Y | +5.1% | -76.3% | +81.4% | +20.7% |
| 5Y | -11.5% | -87.2% | +75.8% | +12.0% |
| All | +34.6% | -88.0% | +122.6% | +73.0% |
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