+3,877.5%
STRL vs RNG
+247.5%
+3,630.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -19.8% | -6.0% | -13.8% | -19.2% |
| 30D | -43.6% | -7.4% | -36.2% | -43.0% |
| 3M | -45.2% | +14.6% | -59.8% | -46.1% |
| 6M | -65.7% | +61.5% | -127.3% | -68.1% |
| YTD | -5.4% | +155.7% | -161.1% | -19.3% |
| 1Y | -24.7% | +172.5% | -197.1% | -36.3% |
| 3Y | +335.0% | +168.0% | +167.0% | +261.3% |
| 5Y | +915.3% | -73.8% | +989.1% | +1,029.8% |
| 10Y | +3,877.5% | +240.3% | +3,637.2% | +2,139.9% |
| All | +3,877.5% | +247.5% | +3,630.0% | +2,139.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling