-77.4%
STLA vs RNG
+179.0%
-256.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.9% |
| 7D | -13.8% | +4.6% | -18.4% | -14.4% |
| 30D | -10.5% | +0.4% | -11.0% | -10.8% |
| 3M | -28.9% | +11.4% | -40.3% | -30.3% |
| 6M | -49.7% | +95.7% | -145.4% | -55.4% |
| YTD | -64.9% | +162.9% | -227.8% | -71.7% |
| 1Y | -64.0% | +180.3% | -244.3% | -71.6% |
| 3Y | -77.4% | +188.3% | -265.8% | -83.1% |
| All | -77.4% | +179.0% | -256.5% | -83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling