+76.7%
DDOG vs SEDG
-65.9%
+142.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.1% |
| 7D | +2.9% | -13.3% | +16.2% | +3.7% |
| 30D | -31.6% | -21.9% | -9.8% | -30.6% |
| 3M | -27.0% | -25.9% | -1.1% | -25.8% |
| 6M | -10.3% | -44.2% | +33.9% | -8.0% |
| YTD | +35.4% | -17.3% | +52.8% | +34.2% |
| 1Y | -1.0% | -34.5% | +33.5% | -0.5% |
| 3Y | +76.7% | -66.7% | +143.4% | +75.1% |
| All | +76.7% | -65.9% | +142.6% | +75.1% |
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