-4.5%
DASH vs SEDG
-90.3%
+85.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -4.8% | -8.4% | +3.6% | -3.9% |
| 30D | -7.9% | -14.1% | +6.2% | -6.2% |
| 3M | -16.3% | -12.9% | -3.4% | -15.3% |
| 6M | +10.4% | -33.0% | +43.4% | +11.6% |
| YTD | -20.1% | -4.1% | -16.0% | -26.9% |
| 1Y | -11.4% | -30.9% | +19.4% | -14.8% |
| 3Y | +114.1% | -60.7% | +174.7% | +105.8% |
| 5Y | -5.8% | -92.1% | +86.4% | +50.3% |
| All | -4.5% | -90.3% | +85.8% | +34.8% |
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