+461.0%
RIO vs SEDG
+81.7%
+379.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.5% | -6.0% | -0.2% |
| 7D | +1.9% | +12.1% | -10.2% | +0.7% |
| 30D | +5.0% | +14.7% | -9.7% | +3.2% |
| 3M | +5.1% | -43.0% | +48.2% | +10.1% |
| 6M | +17.6% | +9.0% | +8.6% | +12.3% |
| YTD | +36.3% | +26.3% | +10.0% | +27.1% |
| 1Y | +71.2% | +8.9% | +62.2% | +60.0% |
| 3Y | +102.7% | -75.5% | +178.2% | +108.4% |
| 5Y | +99.6% | -86.7% | +186.3% | +112.6% |
| 10Y | +603.1% | +110.6% | +492.5% | +364.8% |
| All | +461.0% | +81.7% | +379.3% | +260.3% |
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