+91.1%
DASH vs SEDG
-65.9%
+157.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.6% |
| 7D | -4.5% | -13.3% | +8.8% | -4.1% |
| 30D | -6.8% | -21.9% | +15.1% | -6.2% |
| 3M | -20.7% | -25.9% | +5.2% | -20.1% |
| 6M | +15.1% | -44.2% | +59.3% | +15.9% |
| YTD | -24.3% | -17.3% | -6.9% | -25.8% |
| 1Y | -12.1% | -34.5% | +22.4% | -12.9% |
| 3Y | +91.1% | -66.7% | +157.8% | +91.2% |
| All | +91.1% | -65.9% | +157.0% | +91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling