+7,285.0%
STRL vs COPX
+583.8%
+6,701.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.4% |
| 7D | +5.0% | -2.3% | +7.4% | +6.3% |
| 30D | -6.9% | +0.3% | -7.2% | -7.4% |
| 3M | -39.1% | +6.8% | -45.9% | -41.7% |
| 6M | +21.5% | +7.9% | +13.6% | +16.7% |
| YTD | +66.9% | +23.7% | +43.1% | +48.7% |
| 1Y | +61.6% | +71.5% | -9.9% | +21.7% |
| 3Y | +560.0% | +149.1% | +410.9% | +298.4% |
| 5Y | +2,238.9% | +167.3% | +2,071.5% | +1,196.2% |
| All | +7,285.0% | +583.8% | +6,701.2% | +2,351.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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