+2,511.3%
STRL vs OSCR
-9.0%
+2,520.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.3% |
| 7D | +5.0% | +1.6% | +3.4% | +4.9% |
| 30D | -6.9% | +10.7% | -17.6% | -8.0% |
| 3M | -39.1% | +13.4% | -52.4% | -40.3% |
| 6M | +21.5% | +144.6% | -123.0% | +7.9% |
| YTD | +66.9% | +128.0% | -61.2% | +48.8% |
| 1Y | +61.6% | +68.7% | -7.0% | +48.0% |
| 3Y | +560.0% | +398.8% | +161.2% | +416.8% |
| 5Y | +2,238.9% | +87.3% | +2,151.6% | +1,747.5% |
| All | +2,511.3% | -9.0% | +2,520.3% | +2,127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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