+70.5%
DOCN vs SEDG
-90.2%
+160.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.0% | -2.5% | +1.2% |
| 7D | -19.2% | -8.5% | -10.7% | -17.0% |
| 30D | -43.1% | -17.0% | -26.0% | -40.0% |
| 3M | -40.7% | -15.8% | -24.9% | -38.3% |
| 6M | -55.0% | -32.3% | -22.7% | -52.5% |
| YTD | +50.6% | -4.6% | +55.3% | +40.2% |
| 1Y | +54.0% | -29.2% | +83.2% | +54.2% |
| 3Y | +203.9% | -61.7% | +265.6% | +221.6% |
| 5Y | -29.4% | -92.0% | +62.6% | +43.8% |
| All | +70.5% | -90.2% | +160.8% | +193.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling