+331.2%
RCL vs SEDG
+118.8%
+212.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -1.1% |
| 7D | -2.5% | +8.7% | -11.2% | -4.0% |
| 30D | -15.7% | +10.3% | -26.0% | -17.5% |
| 3M | -3.6% | -32.6% | +29.0% | +0.8% |
| 6M | -8.7% | -3.6% | -5.1% | -13.9% |
| YTD | -6.2% | +27.4% | -33.5% | -17.7% |
| 1Y | -22.9% | +24.9% | -47.8% | -33.9% |
| 3Y | +173.6% | -75.3% | +248.9% | +195.9% |
| 5Y | +226.6% | -86.3% | +312.9% | +290.0% |
| All | +331.2% | +118.8% | +212.4% | +205.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling