+72.7%
STRL vs RNG
+116.0%
-43.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.5% |
| 7D | +8.2% | -4.1% | +12.3% | +7.6% |
| 30D | -6.3% | +8.6% | -15.0% | -5.1% |
| 3M | -41.2% | +78.0% | -119.2% | -37.2% |
| 6M | +20.4% | +67.0% | -46.7% | +28.9% |
| YTD | +61.7% | +142.4% | -80.7% | +68.1% |
| 1Y | +72.7% | +120.4% | -47.7% | +80.6% |
| All | +72.7% | +116.0% | -43.3% | +80.6% |
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