-34.5%
SEDG vs RL
+15.3%
-49.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -1.5% |
| 7D | -13.3% | +2.6% | -15.9% | -14.0% |
| 30D | -21.9% | +2.9% | -24.8% | -22.2% |
| 3M | -25.9% | 0.0% | -25.9% | -25.4% |
| 6M | -44.2% | +17.1% | -61.3% | -46.9% |
| YTD | -17.3% | +10.1% | -27.5% | -21.1% |
| 1Y | -34.5% | +17.3% | -51.8% | -38.5% |
| All | -34.5% | +15.3% | -49.8% | -38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling