-27.1%
RKT vs SEDG
-83.8%
+56.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.6% | +0.8% |
| 7D | -6.3% | +1.4% | -7.7% | -6.6% |
| 30D | -6.2% | +8.3% | -14.5% | -7.6% |
| 3M | -1.9% | -40.7% | +38.8% | +4.6% |
| 6M | -13.0% | -3.9% | -9.1% | -16.7% |
| YTD | -31.9% | +20.2% | -52.1% | -38.0% |
| 1Y | -37.6% | +17.6% | -55.2% | -44.1% |
| 3Y | +36.8% | -76.6% | +113.4% | +50.8% |
| 5Y | -9.7% | -87.1% | +77.3% | +7.7% |
| All | -27.1% | -83.8% | +56.7% | -25.5% |
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 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