+205.1%
ROL vs SEDG
+118.8%
+86.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -0.2% |
| 7D | -3.2% | +8.7% | -11.9% | -3.7% |
| 30D | -6.6% | +10.3% | -16.9% | -7.2% |
| 3M | -27.3% | -32.6% | +5.3% | -26.4% |
| 6M | -38.1% | -3.6% | -34.5% | -39.3% |
| YTD | -41.8% | +27.4% | -69.1% | -44.1% |
| 1Y | -37.8% | +24.9% | -62.7% | -40.8% |
| 3Y | -0.3% | -75.3% | +75.0% | +3.0% |
| 5Y | -5.1% | -86.3% | +81.3% | +0.2% |
| All | +205.1% | +118.8% | +86.3% | +155.3% |
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 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