+362.7%
STX vs RNG
+122.1%
+240.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -2.1% |
| 7D | +9.6% | -4.1% | +13.6% | +9.1% |
| 30D | +10.6% | +8.6% | +2.0% | +11.6% |
| 3M | +4.8% | +78.0% | -73.2% | +10.3% |
| 6M | +137.3% | +67.0% | +70.2% | +150.4% |
| YTD | +222.5% | +142.4% | +80.1% | +241.5% |
| All | +362.7% | +122.1% | +240.6% | +400.9% |
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 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