-91.3%
SEDG vs OUST
-60.6%
-30.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -11.2% | +14.0% | -25.1% | -14.0% |
| 30D | -15.3% | +2.5% | -17.8% | -17.0% |
| 3M | -19.9% | -15.3% | -4.6% | -18.4% |
| 6M | -36.2% | +42.6% | -78.8% | -42.8% |
| YTD | -7.6% | +76.6% | -84.2% | -23.0% |
| 1Y | -40.3% | +54.1% | -94.4% | -48.8% |
| 3Y | -62.5% | +675.3% | -737.8% | -80.5% |
| 5Y | -92.6% | -45.1% | -47.5% | -94.1% |
| All | -91.3% | -60.6% | -30.7% | -92.8% |
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 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