+65.2%
SEDG vs DAR
+358.4%
-293.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.0% | +1.7% |
| 7D | +8.9% | +1.4% | +7.5% | +8.0% |
| 30D | +0.9% | +12.8% | -11.9% | -6.6% |
| 3M | -53.2% | +7.4% | -60.6% | -55.2% |
| 6M | -9.9% | +22.3% | -32.1% | -20.4% |
| YTD | +18.5% | +81.1% | -62.5% | -15.9% |
| 1Y | +0.1% | +106.5% | -106.4% | -34.9% |
| 3Y | -78.9% | +5.3% | -84.2% | -80.5% |
| 5Y | -88.0% | -11.5% | -76.5% | -88.4% |
| 10Y | +97.5% | +353.3% | -255.9% | -22.5% |
| All | +65.2% | +358.4% | -293.2% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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