+1,792.3%
STRL vs OUST
-65.4%
+1,857.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +15.7% | -37.2% | -23.9% |
| 7D | -27.1% | -0.2% | -26.8% | -27.6% |
| 30D | -45.8% | -24.0% | -21.8% | -43.8% |
| 3M | -47.6% | -29.9% | -17.7% | -45.1% |
| 6M | -46.4% | +19.1% | -65.6% | -48.9% |
| YTD | -7.4% | +55.0% | -62.4% | -15.4% |
| 1Y | -25.9% | +21.2% | -47.0% | -30.3% |
| 3Y | +273.4% | +626.0% | -352.5% | +174.1% |
| 5Y | +944.4% | -51.6% | +996.0% | +808.3% |
| All | +1,792.3% | -65.4% | +1,857.8% | +1,532.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling