-34.5%
SEDG vs OUST
+40.1%
-74.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.5% | +6.7% | +1.3% |
| 7D | -13.3% | -3.8% | -9.5% | -12.3% |
| 30D | -21.9% | +5.1% | -26.9% | -24.8% |
| 3M | -25.9% | -25.8% | -0.1% | -19.6% |
| 6M | -44.2% | -2.0% | -42.2% | -45.7% |
| YTD | -17.3% | +54.7% | -72.0% | -34.3% |
| 1Y | -34.5% | +48.8% | -83.3% | -47.6% |
| All | -34.5% | +40.1% | -74.7% | -47.6% |
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