+65.2%
SEDG vs RL
+231.3%
-166.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.9% | +0.3% |
| 7D | +8.9% | -0.8% | +9.7% | +9.2% |
| 30D | +0.9% | -7.8% | +8.7% | +4.3% |
| 3M | -53.2% | -4.0% | -49.2% | -52.7% |
| 6M | -9.9% | -1.9% | -8.0% | -10.5% |
| YTD | +18.5% | -0.2% | +18.7% | +16.5% |
| 1Y | +0.1% | +10.7% | -10.6% | -6.0% |
| 3Y | -78.9% | +210.8% | -289.6% | -87.1% |
| 5Y | -88.0% | +238.2% | -326.3% | -93.2% |
| 10Y | +97.5% | +313.4% | -215.9% | -6.4% |
| All | +65.2% | +231.3% | -166.1% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling