-23.7%
DOCN vs SEDG
-92.4%
+68.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.1% | +6.5% | +8.8% |
| 7D | +3.7% | -11.2% | +14.9% | +7.3% |
| 30D | -33.7% | -15.3% | -18.4% | -30.6% |
| 3M | -27.9% | -19.9% | -8.0% | -24.0% |
| 6M | -46.4% | -36.2% | -10.3% | -42.7% |
| YTD | +81.1% | -7.6% | +88.7% | +70.8% |
| 1Y | +74.3% | -40.3% | +114.6% | +83.0% |
| 3Y | +245.8% | -62.5% | +308.3% | +275.5% |
| 5Y | -23.7% | -92.6% | +68.8% | +102.4% |
| All | -23.7% | -92.4% | +68.6% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling