+11,526.8%
STRL vs OMC
+5,446.9%
+6,079.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.5% | +12.5% | +14.1% |
| 7D | -13.3% | +5.4% | -18.7% | -15.3% |
| 30D | -43.3% | +15.7% | -59.1% | -46.7% |
| 3M | -46.9% | +4.9% | -51.8% | -48.5% |
| 6M | -65.6% | +17.3% | -82.9% | -68.7% |
| YTD | -5.1% | +13.0% | -18.1% | -13.7% |
| 1Y | -23.1% | +24.1% | -47.2% | -32.8% |
| 3Y | +346.8% | +31.2% | +315.6% | +275.8% |
| 5Y | +907.2% | +53.4% | +853.8% | +688.5% |
| 10Y | +3,988.2% | +55.5% | +3,932.6% | +3,050.8% |
| All | +11,526.8% | +5,446.9% | +6,079.9% | +3,389.7% |
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