-75.5%
SEDG vs RL
+211.8%
-287.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.1% | +7.7% | +7.2% |
| 7D | +12.1% | +1.9% | +10.2% | +10.6% |
| 30D | +14.7% | -12.2% | +26.9% | +24.4% |
| 3M | -43.0% | -6.6% | -36.4% | -41.3% |
| 6M | +9.0% | +3.2% | +5.9% | +2.8% |
| YTD | +26.3% | -1.3% | +27.6% | +22.5% |
| 1Y | +8.9% | +13.6% | -4.6% | -5.2% |
| 3Y | -75.5% | +210.9% | -286.4% | -91.5% |
| All | -75.5% | +211.8% | -287.4% | -91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling