-5.2%
DASH vs SEDG
-90.4%
+85.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.1% | -0.8% |
| 7D | +0.4% | -8.5% | +8.8% | +1.4% |
| 30D | -6.0% | -17.0% | +11.0% | -3.9% |
| 3M | -15.8% | -15.8% | 0.0% | -14.4% |
| 6M | +7.0% | -32.3% | +39.2% | +7.8% |
| YTD | -20.7% | -4.6% | -16.0% | -27.3% |
| 1Y | -8.5% | -29.2% | +20.7% | -12.4% |
| 3Y | +101.8% | -61.7% | +163.5% | +95.7% |
| 5Y | -9.6% | -92.0% | +82.4% | +43.5% |
| All | -5.2% | -90.4% | +85.2% | +34.0% |
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