-40.6%
STRL vs OUST
-1.5%
-39.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -9.0% | -4.9% | -10.8% |
| 7D | -34.6% | -5.0% | -29.6% | -34.2% |
| 30D | -56.7% | -32.0% | -24.6% | -51.0% |
| 3M | -54.4% | -32.4% | -22.1% | -48.7% |
| 6M | -69.7% | +6.7% | -76.4% | -72.6% |
| YTD | -20.2% | +41.0% | -61.2% | -40.2% |
| 1Y | -40.6% | +18.0% | -58.5% | -51.0% |
| All | -40.6% | -1.5% | -39.0% | -51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling