-5.7%
SEDG vs OUST
+11.1%
-16.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +15.7% | -24.4% | -14.1% |
| 7D | +1.8% | -0.2% | +2.0% | +0.9% |
| 30D | -12.7% | -24.0% | +11.3% | -5.1% |
| 3M | -38.4% | -29.9% | -8.5% | -31.2% |
| 6M | -27.7% | +19.1% | -46.8% | -32.7% |
| YTD | +4.1% | +55.0% | -50.9% | -14.3% |
| 1Y | -5.7% | +21.2% | -26.8% | -16.8% |
| All | -5.7% | +11.1% | -16.7% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 1y: compounded portfolio wealth divided by compounded OUST 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…
1y analysis · Full analysis span regression · 6 months rolling