+539.9%
STRL vs RNG
+120.7%
+419.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.4% | +7.6% | +3.5% |
| 7D | +10.1% | -0.8% | +10.9% | +10.1% |
| 30D | -8.2% | +11.4% | -19.6% | -8.9% |
| 3M | -43.7% | +72.1% | -115.8% | -46.7% |
| 6M | +27.1% | +67.9% | -40.8% | +19.4% |
| YTD | +64.0% | +144.3% | -80.3% | +40.4% |
| 1Y | +75.2% | +117.5% | -42.4% | +53.5% |
| 3Y | +539.9% | +123.9% | +416.0% | +458.9% |
| All | +539.9% | +120.7% | +419.2% | +458.9% |
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 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