+47.5%
ROK vs SEDG
-87.2%
+134.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +2.3% |
| 7D | -1.2% | +1.4% | -2.7% | -1.5% |
| 30D | -4.8% | +8.3% | -13.1% | -5.9% |
| 3M | -6.1% | -40.7% | +34.6% | -1.8% |
| 6M | +15.5% | -3.9% | +19.4% | +12.1% |
| YTD | +11.2% | +20.2% | -9.0% | +4.3% |
| 1Y | +23.8% | +17.6% | +6.2% | +14.9% |
| 3Y | +53.1% | -76.6% | +129.7% | +70.4% |
| All | +47.5% | -87.2% | +134.6% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling