+184.4%
ROP vs SEDG
+80.7%
+103.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.3% | +0.5% |
| 7D | +0.7% | -13.3% | +14.0% | +1.5% |
| 30D | +28.8% | -21.9% | +50.6% | +30.4% |
| 3M | +21.1% | -25.9% | +46.9% | +22.6% |
| 6M | +52.5% | -44.2% | +96.8% | +54.6% |
| YTD | +8.9% | -17.3% | +26.2% | +5.7% |
| 1Y | +8.2% | -34.5% | +42.7% | +6.8% |
| 3Y | -5.2% | -66.7% | +61.5% | -7.6% |
| 5Y | +1.7% | -93.4% | +95.1% | +13.1% |
| All | +184.4% | +80.7% | +103.7% | +130.0% |
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