+1,530.0%
STRL vs OUST
-68.5%
+1,598.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -9.0% | -4.9% | -12.4% |
| 7D | -34.6% | -5.0% | -29.6% | -34.5% |
| 30D | -56.7% | -32.0% | -24.6% | -54.2% |
| 3M | -54.4% | -32.4% | -22.1% | -51.9% |
| 6M | -69.7% | +6.7% | -76.4% | -70.6% |
| YTD | -20.2% | +41.0% | -61.2% | -25.9% |
| 1Y | -40.6% | +18.0% | -58.5% | -43.6% |
| 3Y | +221.7% | +560.6% | -338.9% | +140.0% |
| 5Y | +799.0% | -55.1% | +854.1% | +693.5% |
| All | +1,530.0% | -68.5% | +1,598.6% | +1,329.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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