+17.3%
OXY vs STRL
+3,697.3%
-3,680.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.2% |
| 7D | +4.2% | +15.7% | -11.4% | +1.1% |
| 30D | -4.3% | -35.5% | +31.1% | +2.6% |
| 3M | +2.3% | -47.1% | +49.4% | +13.0% |
| 6M | +5.5% | -65.8% | +71.3% | +23.9% |
| YTD | +44.9% | -4.5% | +49.4% | +25.1% |
| 1Y | +42.6% | -10.5% | +53.1% | +24.2% |
| 3Y | +0.7% | +340.6% | -339.9% | -53.7% |
| 5Y | +96.9% | +911.0% | -814.2% | -39.4% |
| All | +17.3% | +3,697.3% | -3,680.0% | -74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling