+95.3%
DOCU vs SEDG
-48.6%
+144.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.0% | -6.7% | -2.4% |
| 7D | -5.5% | -8.5% | +2.9% | -4.5% |
| 30D | +12.6% | -17.0% | +29.7% | +15.4% |
| 3M | +36.4% | -15.8% | +52.2% | +38.5% |
| 6M | +66.8% | -32.3% | +99.1% | +68.8% |
| YTD | +13.5% | -4.6% | +18.1% | +4.4% |
| 1Y | +11.3% | -29.2% | +40.5% | +7.5% |
| 3Y | +92.1% | -61.7% | +153.7% | +80.9% |
| 5Y | -71.0% | -92.0% | +21.0% | -60.3% |
| All | +95.3% | -48.6% | +144.0% | +79.4% |
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 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