-39.7%
STLA vs RNG
+120.2%
-159.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -3.8% | -9.6% | +5.8% | -3.4% |
| 30D | -3.1% | +8.8% | -11.9% | -3.5% |
| 3M | -19.6% | +78.6% | -98.3% | -21.3% |
| 6M | -23.5% | +70.3% | -93.8% | -25.1% |
| YTD | -51.5% | +140.3% | -191.9% | -53.3% |
| 1Y | -39.7% | +126.6% | -166.3% | -41.9% |
| All | -39.7% | +120.2% | -159.9% | -41.9% |
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