+907.2%
STRL vs OVV
+85.0%
+822.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | 0.0% | +15.0% | +15.0% |
| 7D | -13.3% | -10.7% | -2.6% | -10.6% |
| 30D | -43.3% | -5.3% | -38.0% | -42.5% |
| 3M | -46.9% | +2.4% | -49.3% | -47.4% |
| 6M | -65.6% | +5.7% | -71.2% | -66.3% |
| YTD | -5.1% | +56.8% | -61.8% | -17.8% |
| 1Y | -23.1% | +59.3% | -82.3% | -34.0% |
| 3Y | +346.8% | +49.0% | +297.9% | +282.4% |
| 5Y | +907.2% | +88.1% | +819.0% | +674.5% |
| All | +907.2% | +85.0% | +822.1% | +674.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling