-53.2%
SEDG vs OUST
-12.2%
-41.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.4% |
| 7D | +8.9% | +5.2% | +3.7% | +6.3% |
| 30D | +0.9% | -19.3% | +20.1% | +9.8% |
| 3M | -53.2% | -22.6% | -30.6% | -49.8% |
| All | -53.2% | -12.2% | -41.0% | -49.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling