-76.2%
SEDG vs RPRX
+57.8%
-134.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.3% | +11.8% | +9.5% |
| 7D | +12.1% | -2.8% | +14.9% | +13.6% |
| 30D | +14.7% | +7.2% | +7.5% | +10.0% |
| 3M | -43.0% | +10.9% | -53.9% | -47.2% |
| 6M | +9.0% | +34.6% | -25.5% | -10.4% |
| YTD | +26.3% | +59.0% | -32.7% | -6.2% |
| 1Y | +8.9% | +72.5% | -63.6% | -23.2% |
| 3Y | -75.5% | +124.1% | -199.6% | -84.8% |
| 5Y | -86.7% | +75.9% | -162.6% | -90.7% |
| All | -76.2% | +57.8% | -134.1% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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