+10.6%
ORCL vs STRL
+337.2%
-326.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +15.0% | -11.8% | -0.7% |
| 7D | +0.5% | -13.3% | +13.8% | +3.1% |
| 30D | -15.3% | -43.3% | +28.1% | -3.1% |
| 3M | -18.2% | -46.9% | +28.6% | -5.4% |
| 6M | -38.4% | -65.6% | +27.2% | -22.5% |
| YTD | -37.7% | -5.1% | -32.6% | -44.1% |
| 1Y | -49.3% | -23.1% | -26.2% | -51.6% |
| 3Y | +10.6% | +346.8% | -336.2% | -22.0% |
| All | +10.6% | +337.2% | -326.5% | -22.0% |
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