-92.5%
SEDG vs DOC
-20.0%
-72.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.0% | -5.5% | -5.9% |
| 7D | -21.4% | +4.3% | -25.7% | -23.5% |
| 30D | -19.7% | +9.2% | -28.9% | -24.1% |
| 3M | -19.7% | -0.8% | -18.9% | -19.6% |
| 6M | -37.4% | +7.1% | -44.5% | -41.4% |
| YTD | -10.4% | +34.0% | -44.3% | -32.5% |
| 1Y | -43.0% | +23.2% | -66.2% | -53.7% |
| 3Y | -63.6% | +53.6% | -117.3% | -74.7% |
| 5Y | -92.5% | -20.4% | -72.0% | -92.3% |
| All | -92.5% | -20.0% | -72.5% | -92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling