+112.2%
SEDG vs RL
+308.3%
-196.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.2% |
| 7D | +8.7% | -2.2% | +10.9% | +9.8% |
| 30D | +10.3% | -15.3% | +25.7% | +18.5% |
| 3M | -32.6% | -10.3% | -22.3% | -29.7% |
| 6M | -3.6% | -2.2% | -1.3% | -4.3% |
| YTD | +27.4% | -4.3% | +31.7% | +27.6% |
| 1Y | +24.9% | +8.9% | +16.0% | +18.3% |
| 3Y | -75.3% | +201.4% | -276.7% | -84.5% |
| 5Y | -86.3% | +230.6% | -316.9% | -91.9% |
| All | +112.2% | +308.3% | -196.2% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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