+526.2%
STRL vs OSCR
+398.9%
+127.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.4% |
| 7D | +5.4% | +1.1% | +4.3% | +5.3% |
| 30D | -9.0% | +16.5% | -25.5% | -10.6% |
| 3M | -37.1% | +17.0% | -54.0% | -38.5% |
| 6M | +17.8% | +145.0% | -127.1% | +3.0% |
| YTD | +58.3% | +126.7% | -68.4% | +39.3% |
| 1Y | +61.0% | +67.2% | -6.2% | +45.8% |
| All | +526.2% | +398.9% | +127.3% | +536.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling