+275.4%
ORCL vs STRL
+3,816.9%
-3,541.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.8% |
| 7D | +10.4% | +23.4% | -13.1% | +5.4% |
| 30D | -11.2% | -39.5% | +28.3% | -2.0% |
| 3M | -16.8% | -45.1% | +28.3% | -6.6% |
| 6M | -31.5% | -64.6% | +33.1% | -17.4% |
| YTD | -33.9% | -1.5% | -32.4% | -38.0% |
| 1Y | -43.3% | -20.8% | -22.5% | -44.4% |
| 3Y | +16.5% | +353.1% | -336.7% | -20.4% |
| 5Y | +45.4% | +942.9% | -897.5% | -16.6% |
| All | +275.4% | +3,816.9% | -3,541.4% | +64.6% |
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