-25.9%
STRL vs RNG
+179.4%
-205.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -0.2% | -21.2% | -21.5% |
| 7D | -27.1% | -9.6% | -17.5% | -28.1% |
| 30D | -45.8% | -1.4% | -44.4% | -45.9% |
| 3M | -47.6% | +28.8% | -76.4% | -45.0% |
| 6M | -46.4% | +65.6% | -112.0% | -40.3% |
| YTD | -7.4% | +171.4% | -178.8% | +1.9% |
| 1Y | -25.9% | +185.3% | -211.2% | -22.8% |
| All | -25.9% | +179.4% | -205.3% | -22.8% |
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