+1,586.6%
STRL vs OUST
-64.1%
+1,650.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +14.0% | -10.5% | +1.3% |
| 7D | -26.9% | +17.0% | -43.9% | -29.3% |
| 30D | -52.7% | -16.5% | -36.2% | -51.7% |
| 3M | -52.8% | -23.7% | -29.2% | -51.2% |
| 6M | -71.5% | +18.4% | -89.8% | -72.8% |
| YTD | -17.4% | +60.8% | -78.2% | -25.0% |
| 1Y | -35.0% | +44.2% | -79.2% | -40.1% |
| 3Y | +239.2% | +668.1% | -428.9% | +147.3% |
| 5Y | +830.2% | -48.8% | +879.0% | +703.5% |
| All | +1,586.6% | -64.1% | +1,650.7% | +1,347.8% |
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