+129.7%
ROP vs SEDG
+106.4%
+23.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.3% |
| 7D | -4.6% | +1.4% | -6.0% | -4.7% |
| 30D | -1.7% | +8.3% | -10.0% | -2.3% |
| 3M | +17.1% | -40.7% | +57.7% | +19.8% |
| 6M | +10.9% | -3.9% | +14.8% | +8.1% |
| YTD | -12.1% | +20.2% | -32.3% | -16.3% |
| 1Y | -24.2% | +17.6% | -41.8% | -28.5% |
| 3Y | -20.4% | -76.6% | +56.2% | -18.2% |
| 5Y | -15.4% | -87.1% | +71.7% | -11.0% |
| All | +129.7% | +106.4% | +23.3% | +78.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling