-41.6%
ORCL vs STRL
-22.7%
-19.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.7% |
| 7D | +8.0% | +15.7% | -7.7% | +4.7% |
| 30D | -4.0% | -35.5% | +31.5% | +3.7% |
| 3M | -19.5% | -47.1% | +27.7% | -10.2% |
| 6M | -33.5% | -65.8% | +32.3% | -21.6% |
| YTD | -34.8% | -4.5% | -30.3% | -39.4% |
| 1Y | -41.6% | -10.5% | -31.1% | -44.9% |
| All | -41.6% | -22.7% | -19.0% | -44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling