+3,667.8%
STRL vs OVV
+50.1%
+3,617.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.6% |
| 7D | -26.9% | -16.7% | -10.2% | -23.6% |
| 30D | -52.7% | -1.5% | -51.2% | -52.5% |
| 3M | -52.8% | +1.6% | -54.4% | -53.2% |
| 6M | -71.5% | +2.0% | -73.5% | -71.8% |
| YTD | -17.4% | +56.8% | -74.3% | -26.9% |
| 1Y | -35.0% | +64.8% | -99.8% | -43.4% |
| 3Y | +239.2% | +38.3% | +201.0% | +203.5% |
| 5Y | +830.2% | +84.9% | +745.3% | +643.2% |
| All | +3,667.8% | +50.1% | +3,617.7% | +2,353.0% |
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