-10.5%
STRL vs RNG
+176.7%
-187.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.1% |
| 7D | +15.7% | +4.6% | +11.0% | +16.3% |
| 30D | -35.5% | +0.4% | -35.9% | -35.3% |
| 3M | -47.1% | +11.4% | -58.6% | -45.8% |
| 6M | -65.8% | +95.7% | -161.5% | -61.7% |
| YTD | -4.5% | +162.9% | -167.4% | +6.2% |
| 1Y | -10.5% | +180.3% | -190.7% | -1.4% |
| All | -10.5% | +176.7% | -187.2% | -1.4% |
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