+11,482.4%
STRL vs OMC
+5,468.2%
+6,014.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -19.8% | +6.8% | -26.6% | -22.0% |
| 30D | -43.6% | +16.2% | -59.7% | -47.0% |
| 3M | -45.2% | +6.0% | -51.2% | -47.1% |
| 6M | -65.7% | +17.7% | -83.4% | -68.8% |
| YTD | -5.4% | +13.5% | -18.9% | -14.1% |
| 1Y | -24.7% | +27.2% | -51.9% | -34.8% |
| 3Y | +335.0% | +30.4% | +304.6% | +266.8% |
| 5Y | +915.3% | +53.5% | +861.8% | +694.7% |
| 10Y | +3,877.5% | +57.0% | +3,820.5% | +2,956.1% |
| All | +11,482.4% | +5,468.2% | +6,014.2% | +3,371.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling