-23.6%
RKT vs SEDG
-83.0%
+59.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.5% | -8.3% | -2.8% |
| 7D | +6.0% | +12.1% | -6.1% | +4.0% |
| 30D | +0.7% | +14.7% | -14.0% | -1.7% |
| 3M | +11.8% | -43.0% | +54.9% | +19.8% |
| 6M | -7.6% | +9.0% | -16.7% | -13.4% |
| YTD | -28.7% | +26.3% | -54.9% | -35.5% |
| 1Y | -32.6% | +8.9% | -41.5% | -38.8% |
| 3Y | +42.1% | -75.5% | +117.6% | +55.6% |
| 5Y | -7.2% | -86.7% | +79.6% | +10.1% |
| All | -23.6% | -83.0% | +59.4% | -22.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling