+2,022.6%
STRL vs OUST
-56.2%
+2,078.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.7% | +4.1% | +5.5% |
| 7D | +3.4% | +5.2% | -1.8% | +2.5% |
| 30D | -9.2% | -19.3% | +10.0% | -6.0% |
| 3M | -51.0% | -22.6% | -28.4% | -49.7% |
| 6M | +15.8% | +62.8% | -47.0% | +5.6% |
| YTD | +58.9% | +68.3% | -9.5% | +43.3% |
| 1Y | +68.5% | +28.5% | +40.0% | +56.5% |
| 3Y | +485.2% | +554.0% | -68.8% | +325.1% |
| All | +2,022.6% | -56.2% | +2,078.7% | +1,948.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling