+10.2%
ORCL vs STRL
+233.5%
-223.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.1% |
| 7D | -11.2% | -26.9% | +15.8% | -4.5% |
| 30D | -18.8% | -52.7% | +33.8% | -2.8% |
| 3M | -18.8% | -52.8% | +34.1% | -3.1% |
| 6M | -39.7% | -71.5% | +31.7% | -20.7% |
| YTD | -39.6% | -17.4% | -22.2% | -43.5% |
| 1Y | -51.7% | -35.0% | -16.8% | -51.6% |
| 3Y | +10.2% | +239.2% | -229.0% | -22.8% |
| All | +10.2% | +233.5% | -223.3% | -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