+129.7%
ROP vs SEDG
+118.8%
+11.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.8% | -0.7% |
| 7D | -8.0% | +8.7% | -16.7% | -8.5% |
| 30D | -2.7% | +10.3% | -13.1% | -3.5% |
| 3M | +16.6% | -32.6% | +49.2% | +18.3% |
| 6M | +10.4% | -3.6% | +13.9% | +7.7% |
| YTD | -12.1% | +27.4% | -39.5% | -16.6% |
| 1Y | -23.6% | +24.9% | -48.5% | -28.2% |
| 3Y | -19.3% | -75.3% | +56.0% | -17.4% |
| 5Y | -15.4% | -86.3% | +70.9% | -11.3% |
| All | +129.7% | +118.8% | +11.0% | +78.2% |
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