+2,119.0%
STRL vs OSCR
+89.4%
+2,029.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.1% |
| YTD | +58.3% | +126.7% | -68.4% | +40.7% |
| 1Y | +61.0% | +67.2% | -6.2% | +47.1% |
| 3Y | +517.8% | +405.1% | +112.7% | +377.5% |
| 5Y | +2,119.0% | +86.2% | +2,032.9% | +1,640.8% |
| All | +2,119.0% | +89.4% | +2,029.6% | +1,640.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling