+516.0%
ON vs STRL
+4,310.8%
-3,794.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +15.0% | -5.8% | +4.0% |
| 7D | -1.4% | -13.3% | +11.9% | +2.4% |
| 30D | -10.9% | -43.3% | +32.5% | +6.6% |
| 3M | -14.9% | -46.9% | +32.0% | +3.5% |
| 6M | -33.0% | -65.6% | +32.6% | -5.9% |
| YTD | +27.6% | -5.1% | +32.7% | +20.2% |
| 1Y | +44.5% | -23.1% | +67.6% | +44.6% |
| 3Y | +7.4% | +346.8% | -339.4% | -48.4% |
| 5Y | +18.7% | +907.2% | -888.4% | -60.3% |
| 10Y | +516.0% | +3,988.2% | -3,472.2% | +34.4% |
| All | +516.0% | +4,310.8% | -3,794.8% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling