+270.3%
ORCL vs STRL
+3,697.3%
-3,427.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.7% |
| 7D | +8.0% | +15.7% | -7.7% | +4.6% |
| 30D | -4.0% | -35.5% | +31.5% | +4.5% |
| 3M | -19.5% | -47.1% | +27.7% | -8.9% |
| 6M | -33.5% | -65.8% | +32.3% | -19.2% |
| YTD | -34.8% | -4.5% | -30.3% | -38.4% |
| 1Y | -41.6% | -10.5% | -31.1% | -44.2% |
| 3Y | +13.8% | +340.6% | -326.8% | -21.7% |
| 5Y | +43.4% | +911.0% | -867.6% | -17.2% |
| All | +270.3% | +3,697.3% | -3,427.0% | +63.4% |
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