-38.8%
STLA vs RNG
+144.7%
-183.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.2% | +1.5% |
| 7D | +2.6% | +5.8% | -3.2% | +2.3% |
| 30D | -1.2% | +19.6% | -20.9% | -2.0% |
| 3M | -24.8% | +67.0% | -91.8% | -26.2% |
| 6M | -25.6% | +88.4% | -113.9% | -27.8% |
| YTD | -48.9% | +155.5% | -204.4% | -51.2% |
| 1Y | -38.8% | +141.7% | -180.4% | -41.7% |
| All | -38.8% | +144.7% | -183.5% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling