+11.7%
DASH vs SEDG
-88.0%
+99.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -4.8% |
| 7D | -10.6% | +8.9% | -19.4% | -11.7% |
| 30D | +2.2% | +0.9% | +1.3% | +1.7% |
| 3M | +32.3% | -53.2% | +85.5% | +44.0% |
| 6M | +19.1% | -9.9% | +29.0% | +13.3% |
| YTD | -6.5% | +18.5% | -25.1% | -16.5% |
| 1Y | -14.9% | +0.1% | -15.0% | -23.6% |
| 3Y | +151.9% | -78.9% | +230.8% | +222.2% |
| 5Y | +9.4% | -88.0% | +97.5% | +59.5% |
| All | +11.7% | -88.0% | +99.8% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling