-93.3%
SEDG vs OUST
-48.5%
-44.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -4.2% | -4.7% | -7.8% |
| 7D | -7.3% | +19.9% | -27.2% | -11.7% |
| 30D | -25.3% | +3.6% | -28.9% | -27.0% |
| 3M | -24.1% | -20.6% | -3.5% | -21.2% |
| 6M | -39.9% | +35.1% | -75.0% | -45.6% |
| YTD | -15.8% | +69.1% | -84.9% | -29.7% |
| 1Y | -42.9% | +49.9% | -92.8% | -50.9% |
| 3Y | -65.9% | +642.4% | -708.2% | -82.7% |
| 5Y | -93.3% | -48.3% | -45.0% | -93.0% |
| All | -93.3% | -48.5% | -44.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling