-46.4%
STRL vs OUST
+12.1%
-58.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +15.7% | -37.2% | -26.3% |
| 7D | -27.1% | -0.2% | -26.8% | -27.7% |
| 30D | -45.8% | -24.0% | -21.8% | -41.1% |
| 3M | -47.6% | -29.9% | -17.7% | -42.1% |
| 6M | -46.4% | +19.1% | -65.6% | -48.9% |
| All | -46.4% | +12.1% | -58.5% | -48.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling