+7,301.3%
STRL vs OMC
+29.9%
+7,271.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | +0.2% |
| 7D | +8.2% | -4.2% | +12.4% | +10.2% |
| 30D | -6.3% | -7.5% | +1.2% | -3.4% |
| 3M | -41.2% | +4.6% | -45.8% | -44.1% |
| 6M | +20.4% | -4.8% | +25.2% | +19.3% |
| YTD | +61.7% | -1.0% | +62.7% | +53.8% |
| 1Y | +72.7% | +3.8% | +68.9% | +57.2% |
| 3Y | +530.9% | +10.2% | +520.7% | +441.3% |
| 5Y | +2,125.4% | +29.7% | +2,095.7% | +1,549.7% |
| 10Y | +7,301.3% | +32.3% | +7,269.0% | +4,926.4% |
| All | +7,301.3% | +29.9% | +7,271.5% | +4,926.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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