+19,359.6%
STRL vs OMC
+5,025.7%
+14,333.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.5% | +8.2% | +6.6% |
| 7D | +3.4% | -6.4% | +9.8% | +5.7% |
| 30D | -9.2% | +1.1% | -10.4% | -9.9% |
| 3M | -51.0% | +10.4% | -61.5% | -53.7% |
| 6M | +15.8% | -1.7% | +17.5% | +13.8% |
| YTD | +58.9% | +4.4% | +54.4% | +50.3% |
| 1Y | +68.5% | +8.4% | +60.1% | +55.5% |
| 3Y | +485.2% | +14.4% | +470.8% | +424.3% |
| 5Y | +2,005.1% | +33.9% | +1,971.2% | +1,652.1% |
| 10Y | +7,118.0% | +34.9% | +7,083.1% | +5,806.9% |
| All | +19,359.6% | +5,025.7% | +14,333.9% | +5,977.8% |
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