+1,383.2%
STX vs RNG
+120.7%
+1,262.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.4% | +10.8% | +6.6% |
| 7D | +10.7% | -0.8% | +11.6% | +10.7% |
| 30D | +11.3% | +11.4% | -0.1% | +10.8% |
| 3M | +3.2% | +72.1% | -68.9% | +0.6% |
| 6M | +157.0% | +67.9% | +89.0% | +150.1% |
| YTD | +229.2% | +144.3% | +84.9% | +205.3% |
| 1Y | +381.8% | +117.5% | +264.3% | +352.8% |
| 3Y | +1,383.2% | +123.9% | +1,259.3% | +1,248.7% |
| All | +1,383.2% | +120.7% | +1,262.5% | +1,248.7% |
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