+561.8%
ON vs STRL
+7,463.3%
-6,901.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.2% | -7.7% | -5.5% |
| 7D | -2.2% | +10.1% | -12.3% | -5.4% |
| 30D | -12.4% | -8.2% | -4.2% | -10.1% |
| 3M | -41.2% | -43.7% | +2.5% | -29.1% |
| 6M | +25.0% | +27.1% | -2.1% | +9.7% |
| YTD | +31.3% | +64.0% | -32.7% | +4.7% |
| 1Y | +45.4% | +75.2% | -29.7% | +11.1% |
| 3Y | -27.4% | +539.9% | -567.3% | -68.3% |
| 5Y | +58.5% | +2,133.0% | -2,074.5% | -58.0% |
| 10Y | +561.8% | +7,178.3% | -6,616.4% | +18.4% |
| All | +561.8% | +7,463.3% | -6,901.4% | +18.4% |
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