-91.5%
SEDG vs OUST
-60.6%
-30.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.3% |
| 7D | -21.4% | +31.9% | -53.2% | -27.1% |
| 30D | -19.7% | -4.2% | -15.5% | -20.0% |
| 3M | -19.7% | -9.3% | -10.4% | -19.5% |
| 6M | -37.4% | +51.7% | -89.1% | -44.7% |
| YTD | -10.4% | +76.6% | -87.0% | -25.4% |
| 1Y | -43.0% | +48.9% | -91.9% | -50.7% |
| 3Y | -63.6% | +675.3% | -738.9% | -81.1% |
| 5Y | -92.5% | -44.0% | -48.4% | -94.0% |
| All | -91.5% | -60.6% | -30.9% | -93.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling