+2,125.4%
STRL vs COPX
+193.3%
+1,932.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.9% |
| 7D | +8.2% | +6.0% | +2.2% | +4.7% |
| 30D | -6.3% | +6.4% | -12.7% | -9.8% |
| 3M | -41.2% | +19.3% | -60.5% | -47.0% |
| 6M | +20.4% | +16.2% | +4.1% | +10.6% |
| YTD | +61.7% | +33.2% | +28.5% | +38.9% |
| 1Y | +72.7% | +90.2% | -17.5% | +25.5% |
| 3Y | +530.9% | +175.7% | +355.3% | +275.2% |
| 5Y | +2,125.4% | +193.1% | +1,932.3% | +1,143.9% |
| All | +2,125.4% | +193.3% | +1,932.1% | +1,143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling