+15.2%
SEDG vs RL
+265.5%
-250.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -1.3% |
| 7D | -13.3% | +2.6% | -15.9% | -14.4% |
| 30D | -21.9% | +2.9% | -24.8% | -23.0% |
| 3M | -25.9% | 0.0% | -25.9% | -26.2% |
| 6M | -44.2% | +17.1% | -61.3% | -48.6% |
| YTD | -17.3% | +10.1% | -27.5% | -22.5% |
| 1Y | -34.5% | +17.3% | -51.8% | -40.5% |
| 3Y | -66.7% | +249.3% | -316.0% | -80.8% |
| 5Y | -93.4% | +240.9% | -334.3% | -96.3% |
| 10Y | +78.7% | +337.3% | -258.6% | -17.3% |
| All | +15.2% | +265.5% | -250.2% | -34.6% |
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