+6.6%
ON vs STRL
+341.0%
-334.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.6% | -2.7% |
| 7D | +12.2% | +15.7% | -3.4% | +7.3% |
| 30D | -3.1% | -35.5% | +32.3% | +9.3% |
| 3M | -12.9% | -47.1% | +34.3% | +4.0% |
| 6M | -38.6% | -65.8% | +27.2% | -16.8% |
| YTD | +31.2% | -4.5% | +35.7% | +29.3% |
| 1Y | +47.6% | -10.5% | +58.1% | +47.2% |
| 3Y | +6.6% | +340.6% | -334.0% | -37.0% |
| All | +6.6% | +341.0% | -334.4% | -37.0% |
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