+357.9%
STRL vs COPX
+142.4%
+215.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.2% | +4.4% |
| 7D | +7.1% | -1.5% | +8.6% | +8.9% |
| 30D | -39.4% | -14.0% | -25.4% | -32.8% |
| 3M | -43.0% | -17.1% | -25.8% | -35.6% |
| 6M | -65.0% | -15.9% | -49.1% | -61.1% |
| YTD | -0.8% | +2.6% | -3.4% | -1.2% |
| 1Y | -20.3% | +21.6% | -41.9% | -27.4% |
| All | +357.9% | +142.4% | +215.5% | +207.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling