+251.6%
ORCL vs STRL
+4,310.8%
-4,059.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +15.0% | -11.8% | 0.0% |
| 7D | +0.5% | -13.3% | +13.8% | +2.7% |
| 30D | -15.3% | -43.3% | +28.1% | -5.3% |
| 3M | -18.2% | -46.9% | +28.6% | -7.7% |
| 6M | -38.4% | -65.6% | +27.2% | -25.4% |
| YTD | -37.7% | -5.1% | -32.6% | -41.1% |
| 1Y | -49.3% | -23.1% | -26.2% | -50.0% |
| 3Y | +10.6% | +346.8% | -336.2% | -24.0% |
| 5Y | +35.5% | +907.2% | -871.7% | -21.7% |
| 10Y | +251.6% | +3,988.2% | -3,736.6% | +55.2% |
| All | +251.6% | +4,310.8% | -4,059.2% | +55.2% |
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