+3,042.4%
STRL vs RNG
+324.9%
+2,717.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.0% | +14.0% | +14.9% |
| 7D | -13.3% | -6.2% | -7.1% | -12.6% |
| 30D | -43.3% | -8.0% | -35.3% | -42.7% |
| 3M | -46.9% | +15.7% | -62.6% | -47.9% |
| 6M | -65.6% | +60.3% | -125.9% | -68.1% |
| YTD | -5.1% | +153.8% | -158.9% | -19.3% |
| 1Y | -23.1% | +172.2% | -195.2% | -35.3% |
| 3Y | +346.8% | +174.8% | +172.0% | +267.8% |
| 5Y | +907.2% | -68.6% | +975.8% | +970.5% |
| 10Y | +3,988.2% | +248.2% | +3,740.0% | +2,498.2% |
| All | +3,042.4% | +324.9% | +2,717.5% | +1,822.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling