+2,642.3%
STRL vs COPX
+186.2%
+2,456.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.4% | +6.1% |
| 7D | +3.4% | -4.0% | +7.4% | +5.5% |
| 30D | -9.2% | +4.5% | -13.8% | -11.5% |
| 3M | -51.0% | +0.8% | -51.9% | -51.3% |
| 6M | +15.8% | +3.2% | +12.6% | +14.4% |
| YTD | +58.9% | +26.7% | +32.2% | +42.0% |
| 1Y | +68.5% | +85.7% | -17.2% | +25.7% |
| 3Y | +485.2% | +151.2% | +334.1% | +269.8% |
| 5Y | +2,005.1% | +170.0% | +1,835.1% | +1,137.1% |
| 10Y | +7,118.0% | +572.9% | +6,545.0% | +2,502.1% |
| All | +2,642.3% | +186.2% | +2,456.1% | +1,245.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling