+324.3%
DOCN vs SEDG
-78.8%
+403.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +2.6% |
| 7D | +1.1% | +8.9% | -7.7% | -0.5% |
| 30D | -9.6% | +0.9% | -10.5% | -10.2% |
| 3M | -37.7% | -53.2% | +15.6% | -30.1% |
| 6M | +115.2% | -9.9% | +125.1% | +111.6% |
| YTD | +133.7% | +18.5% | +115.2% | +118.1% |
| 1Y | +250.2% | +0.1% | +250.0% | +233.4% |
| All | +324.3% | -78.8% | +403.1% | +460.3% |
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