+331.9%
RCL vs SEDG
+80.7%
+251.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.7% |
| 7D | -1.2% | -13.3% | +12.1% | +1.3% |
| 30D | +17.8% | -21.9% | +39.7% | +22.4% |
| 3M | +4.9% | -25.9% | +30.8% | +9.3% |
| 6M | +23.7% | -44.2% | +68.0% | +30.4% |
| YTD | +17.8% | -17.3% | +35.1% | +10.6% |
| 1Y | +28.9% | -34.5% | +63.4% | +26.4% |
| 3Y | +241.9% | -66.7% | +308.6% | +224.6% |
| 5Y | +295.4% | -93.4% | +388.8% | +457.1% |
| All | +331.9% | +80.7% | +251.2% | +228.7% |
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