+209.9%
ON vs STRL
+44,379.1%
-44,169.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.8% | -4.8% | -0.1% |
| 7D | +2.4% | +3.4% | -1.0% | +1.8% |
| 30D | -3.3% | -9.2% | +6.0% | -1.5% |
| 3M | -43.6% | -51.0% | +7.5% | -35.5% |
| 6M | +19.0% | +15.8% | +3.2% | +13.7% |
| YTD | +37.4% | +58.9% | -21.5% | +23.6% |
| 1Y | +54.8% | +68.5% | -13.8% | +36.7% |
| 3Y | -25.2% | +485.2% | -510.4% | -48.8% |
| 5Y | +62.7% | +2,005.1% | -1,942.4% | -10.7% |
| 10Y | +574.3% | +7,118.0% | -6,543.6% | +199.4% |
| All | +209.9% | +44,379.1% | -44,169.2% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling