+5.4%
OXY vs STRL
+6,846.4%
-6,841.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | +0.2% |
| 7D | +0.9% | +5.4% | -4.5% | -0.2% |
| 30D | +3.6% | -9.0% | +12.5% | +5.1% |
| 3M | +7.1% | -37.1% | +44.2% | +14.9% |
| 6M | +15.7% | +17.8% | -2.2% | +1.1% |
| YTD | +50.1% | +58.3% | -8.2% | +20.1% |
| 1Y | +34.1% | +61.0% | -26.9% | +3.6% |
| 3Y | -1.5% | +517.8% | -519.3% | -55.8% |
| 5Y | +162.0% | +2,119.0% | -1,957.1% | -32.6% |
| All | +5.4% | +6,846.4% | -6,841.0% | -81.3% |
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