-88.8%
SEDG vs OUST
-62.4%
-26.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.8% |
| 7D | +8.9% | +5.2% | +3.7% | +7.5% |
| 30D | +0.9% | -19.3% | +20.1% | +5.8% |
| 3M | -53.2% | -22.6% | -30.6% | -50.9% |
| 6M | -9.9% | +62.8% | -72.6% | -21.6% |
| YTD | +18.5% | +68.3% | -49.8% | +1.6% |
| 1Y | +0.1% | +28.5% | -28.4% | -10.6% |
| 3Y | -78.9% | +554.0% | -632.9% | -88.5% |
| 5Y | -88.0% | -56.2% | -31.8% | -89.9% |
| All | -88.8% | -62.4% | -26.4% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling