+9.3%
ORCL vs STRL
+222.3%
-213.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -13.9% | +6.9% | -3.4% |
| 7D | -17.5% | -34.6% | +17.1% | -8.8% |
| 30D | -20.2% | -56.7% | +36.5% | -2.3% |
| 3M | -19.9% | -54.4% | +34.5% | -3.7% |
| 6M | -37.4% | -69.7% | +32.3% | -18.8% |
| YTD | -40.1% | -20.2% | -19.9% | -43.4% |
| 1Y | -53.4% | -40.6% | -12.8% | -52.0% |
| All | +9.3% | +222.3% | -213.0% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling