+3,667.9%
STRL vs OVV
+58.9%
+3,609.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.8% | -3.2% |
| 7D | +15.7% | +8.0% | +7.6% | +13.6% |
| 30D | -35.5% | -2.0% | -33.4% | -35.1% |
| 3M | -47.1% | +5.4% | -52.6% | -47.9% |
| 6M | -65.8% | +14.3% | -80.0% | -67.0% |
| YTD | -4.5% | +69.4% | -73.9% | -17.0% |
| 1Y | -10.5% | +72.4% | -82.8% | -22.8% |
| 3Y | +340.6% | +58.4% | +282.2% | +281.9% |
| 5Y | +911.0% | +106.1% | +804.9% | +688.5% |
| All | +3,667.9% | +58.9% | +3,609.1% | +2,306.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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