-63.7%
STLA vs RNG
+178.5%
-242.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.1% | -7.1% | -6.1% |
| 7D | -13.1% | +2.3% | -15.3% | -13.1% |
| 30D | -13.3% | -3.4% | -9.9% | -13.2% |
| 3M | -27.9% | +20.9% | -48.7% | -28.2% |
| 6M | -47.8% | +82.2% | -130.0% | -48.2% |
| YTD | -64.6% | +164.6% | -229.2% | -63.8% |
| All | -63.7% | +178.5% | -242.2% | -67.0% |
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