+2,466.2%
STRL vs OSCR
-8.3%
+2,474.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.9% | +3.0% |
| 7D | +10.1% | +10.7% | -0.6% | +8.9% |
| 30D | -8.2% | +18.3% | -26.5% | -9.9% |
| 3M | -43.7% | +20.5% | -64.2% | -45.2% |
| 6M | +27.1% | +138.5% | -111.4% | +13.2% |
| YTD | +64.0% | +129.7% | -65.7% | +46.2% |
| 1Y | +75.2% | +62.8% | +12.4% | +61.0% |
| 3Y | +539.9% | +411.8% | +128.1% | +399.8% |
| 5Y | +2,133.0% | +99.9% | +2,033.1% | +1,656.5% |
| All | +2,466.2% | -8.3% | +2,474.5% | +2,086.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling