+5,159.4%
STRL vs RNG
+327.7%
+4,831.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.9% | +9.6% | +6.2% |
| 7D | +3.4% | +5.8% | -2.4% | +2.7% |
| 30D | -9.2% | +19.6% | -28.9% | -11.2% |
| 3M | -51.0% | +67.0% | -118.1% | -54.7% |
| 6M | +15.8% | +88.4% | -72.6% | +4.3% |
| YTD | +58.9% | +155.5% | -96.6% | +35.1% |
| 1Y | +68.5% | +141.7% | -73.2% | +44.1% |
| 3Y | +485.2% | +131.1% | +354.1% | +391.9% |
| 5Y | +2,005.1% | -70.6% | +2,075.7% | +2,158.2% |
| 10Y | +7,118.0% | +228.2% | +6,889.7% | +4,526.5% |
| All | +5,159.4% | +327.7% | +4,831.6% | +3,117.8% |
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