-2.0%
ROL vs SEDG
-87.2%
+85.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.1% | +0.6% |
| 7D | -3.2% | +1.4% | -4.6% | -3.2% |
| 30D | -4.9% | +8.3% | -13.2% | -5.1% |
| 3M | -25.8% | -40.7% | +14.8% | -25.1% |
| 6M | -37.6% | -3.9% | -33.6% | -38.3% |
| YTD | -41.5% | +20.2% | -61.7% | -42.8% |
| 1Y | -39.5% | +17.6% | -57.1% | -41.1% |
| 3Y | +0.1% | -76.6% | +76.7% | +6.2% |
| All | -2.0% | -87.2% | +85.2% | +5.7% |
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