+215.6%
DOCN vs SEDG
-63.2%
+278.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +2.8% |
| 7D | -12.1% | -21.4% | +9.2% | -8.0% |
| 30D | -41.0% | -19.7% | -21.3% | -38.5% |
| 3M | -38.7% | -19.7% | -19.0% | -36.4% |
| 6M | -51.5% | -37.4% | -14.1% | -48.6% |
| YTD | +65.3% | -10.4% | +75.6% | +63.2% |
| 1Y | +53.9% | -43.0% | +96.9% | +62.1% |
| 3Y | +215.6% | -63.6% | +279.2% | +270.9% |
| All | +215.6% | -63.2% | +278.8% | +270.9% |
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