-91.0%
SEDG vs OUST
-64.1%
-26.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +14.0% | -9.0% | +1.5% |
| 7D | -8.5% | +17.0% | -25.4% | -12.5% |
| 30D | -17.0% | -16.5% | -0.5% | -14.4% |
| 3M | -15.8% | -23.7% | +7.9% | -11.8% |
| 6M | -32.3% | +18.4% | -50.6% | -36.7% |
| YTD | -4.6% | +60.8% | -65.4% | -18.7% |
| 1Y | -29.2% | +44.2% | -73.4% | -38.1% |
| 3Y | -61.7% | +668.1% | -729.8% | -80.0% |
| 5Y | -92.0% | -48.8% | -43.2% | -93.5% |
| All | -91.0% | -64.1% | -26.9% | -92.4% |
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