+230.8%
RDW vs SEDG
-77.1%
+307.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | -1.1% |
| 7D | +0.9% | +1.4% | -0.5% | +0.6% |
| 30D | -21.3% | +8.3% | -29.6% | -22.9% |
| 3M | -37.9% | -40.7% | +2.8% | -31.7% |
| 6M | +12.3% | -3.9% | +16.2% | +12.2% |
| YTD | +39.7% | +20.2% | +19.5% | +33.7% |
| 1Y | +25.7% | +17.6% | +8.1% | +19.7% |
| 3Y | +230.8% | -76.6% | +307.4% | +273.5% |
| All | +230.8% | -77.1% | +307.9% | +273.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling