+29.8%
ORCL vs STRL
+788.2%
-758.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -13.9% | +6.9% | -3.5% |
| 7D | -17.5% | -34.6% | +17.1% | -9.1% |
| 30D | -20.2% | -56.7% | +36.5% | -3.0% |
| 3M | -19.9% | -54.4% | +34.5% | -4.3% |
| 6M | -37.4% | -69.7% | +32.3% | -19.5% |
| YTD | -40.1% | -20.2% | -19.9% | -42.5% |
| 1Y | -53.4% | -40.6% | -12.8% | -51.7% |
| 3Y | +10.4% | +221.7% | -211.3% | -25.3% |
| 5Y | +29.8% | +799.0% | -769.2% | -35.6% |
| All | +29.8% | +788.2% | -758.4% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling