+24.9%
SEDG vs RL
+278.1%
-253.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.3% | -6.8% | -6.6% |
| 7D | -21.4% | +1.3% | -22.7% | -21.9% |
| 30D | -19.7% | +7.6% | -27.3% | -22.4% |
| 3M | -19.7% | -1.5% | -18.2% | -19.6% |
| 6M | -37.4% | +12.1% | -49.5% | -41.3% |
| YTD | -10.4% | +13.9% | -24.3% | -17.2% |
| 1Y | -43.0% | +20.7% | -63.7% | -48.8% |
| 3Y | -63.6% | +260.6% | -324.2% | -79.4% |
| 5Y | -92.5% | +248.9% | -341.3% | -95.8% |
| 10Y | +86.0% | +355.9% | -269.9% | -15.5% |
| All | +24.9% | +278.1% | -253.1% | -30.1% |
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