+5.8%
DASH vs SEDG
-87.3%
+93.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.5% | -11.9% | -6.2% |
| 7D | -11.2% | +12.1% | -23.3% | -12.7% |
| 30D | -7.3% | +14.7% | -22.0% | -9.4% |
| 3M | +31.4% | -43.0% | +74.5% | +39.1% |
| 6M | +11.9% | +9.0% | +2.8% | +3.3% |
| YTD | -11.5% | +26.3% | -37.8% | -21.7% |
| 1Y | -20.0% | +8.9% | -29.0% | -29.2% |
| 3Y | +143.9% | -75.5% | +219.5% | +198.2% |
| 5Y | -0.2% | -86.7% | +86.5% | +42.2% |
| All | +5.8% | -87.3% | +93.0% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SEDG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling