-4.4%
ON vs STRL
+233.5%
-237.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.6% |
| 7D | -11.7% | -26.9% | +15.2% | -3.9% |
| 30D | -23.3% | -52.7% | +29.4% | -5.3% |
| 3M | -19.2% | -52.8% | +33.7% | -0.5% |
| 6M | -40.1% | -71.5% | +31.3% | -15.1% |
| YTD | +16.9% | -17.4% | +34.4% | +20.9% |
| 1Y | +29.7% | -35.0% | +64.7% | +42.4% |
| 3Y | -4.4% | +239.2% | -243.6% | -35.3% |
| All | -4.4% | +233.5% | -237.9% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling