+203.8%
DHR vs SEDG
+106.4%
+97.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | +0.2% |
| 7D | -3.6% | +1.4% | -5.0% | -3.8% |
| 30D | -2.7% | +8.3% | -11.1% | -3.5% |
| 3M | +10.9% | -40.7% | +51.6% | +14.1% |
| 6M | +3.0% | -3.9% | +6.9% | 0.0% |
| YTD | -12.2% | +20.2% | -32.4% | -17.2% |
| 1Y | +3.3% | +17.6% | -14.3% | -3.7% |
| 3Y | -8.2% | -76.6% | +68.4% | -7.5% |
| 5Y | -29.9% | -87.1% | +57.2% | -27.3% |
| All | +203.8% | +106.4% | +97.4% | +163.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling