+97.6%
SEDG vs DOC
+21.1%
+76.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | -0.4% |
| 7D | -8.4% | +5.9% | -14.3% | -11.2% |
| 30D | -14.1% | +10.3% | -24.4% | -18.5% |
| 3M | -12.9% | -2.2% | -10.7% | -12.2% |
| 6M | -33.0% | +8.2% | -41.2% | -36.8% |
| YTD | -4.1% | +35.4% | -39.5% | -22.8% |
| 1Y | -30.9% | +23.6% | -54.5% | -41.2% |
| 3Y | -60.7% | +57.3% | -117.9% | -69.9% |
| 5Y | -92.1% | -19.6% | -72.5% | -91.7% |
| 10Y | +97.6% | +20.8% | +76.8% | +61.9% |
| All | +97.6% | +21.1% | +76.5% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling