+3,786.6%
STRL vs OVV
+57.6%
+3,729.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -1.2% |
| 7D | +23.4% | +6.5% | +16.9% | +21.7% |
| 30D | -39.5% | -2.7% | -36.9% | -39.1% |
| 3M | -45.1% | +3.1% | -48.2% | -45.6% |
| 6M | -64.6% | +12.8% | -77.4% | -65.8% |
| YTD | -1.5% | +68.1% | -69.6% | -14.2% |
| 1Y | -20.8% | +73.6% | -94.4% | -31.8% |
| 3Y | +353.1% | +57.6% | +295.5% | +293.2% |
| 5Y | +942.9% | +104.5% | +838.3% | +714.9% |
| All | +3,786.6% | +57.6% | +3,729.0% | +2,386.6% |
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