+61.0%
STRL vs OMC
+5.7%
+55.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.5% | -1.6% |
| 7D | +5.4% | -6.2% | +11.6% | +3.3% |
| 30D | -9.0% | -7.6% | -1.4% | -11.1% |
| 3M | -37.1% | +7.4% | -44.4% | -35.8% |
| 6M | +17.8% | +0.1% | +17.7% | +19.4% |
| YTD | +58.3% | +0.4% | +57.9% | +59.4% |
| 1Y | +61.0% | +7.8% | +53.2% | +62.6% |
| All | +61.0% | +5.7% | +55.3% | +62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling