+220.7%
ROL vs SEDG
+80.7%
+140.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +2.7% |
| 7D | +3.0% | -13.3% | +16.3% | +3.7% |
| 30D | +19.8% | -21.9% | +41.6% | +21.1% |
| 3M | +7.9% | -25.9% | +33.8% | +9.2% |
| 6M | -25.6% | -44.2% | +18.6% | -24.7% |
| YTD | -34.1% | -17.3% | -16.8% | -35.6% |
| 1Y | -31.4% | -34.5% | +3.1% | -32.0% |
| 3Y | +4.7% | -66.7% | +71.4% | +3.2% |
| 5Y | +15.6% | -93.4% | +109.0% | +28.8% |
| All | +220.7% | +80.7% | +140.0% | +168.9% |
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