+91.4%
ORCL vs STRL
+2,010.6%
-1,919.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.8% | -2.7% | +1.8% |
| 7D | +5.3% | +3.4% | +1.9% | +4.5% |
| 30D | +10.0% | -9.2% | +19.2% | +12.1% |
| 3M | -32.6% | -51.0% | +18.5% | -22.1% |
| 6M | +4.9% | +15.8% | -10.8% | -5.2% |
| YTD | -17.8% | +58.9% | -76.6% | -32.3% |
| 1Y | -28.0% | +68.5% | -96.5% | -42.3% |
| 3Y | +36.0% | +485.2% | -449.2% | -18.8% |
| All | +91.4% | +2,010.6% | -1,919.1% | -15.1% |
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