+634.8%
STX vs RNG
+171.4%
+463.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -17.3% | -6.0% | -11.3% | -17.0% |
| 30D | -35.9% | -7.4% | -28.6% | -35.7% |
| 3M | -37.3% | +14.6% | -51.9% | -37.4% |
| 6M | -35.8% | +61.5% | -97.3% | -36.5% |
| YTD | +82.7% | +155.7% | -72.9% | +70.5% |
| 1Y | +71.6% | +172.5% | -100.8% | +58.7% |
| All | +634.8% | +171.4% | +463.4% | +578.7% |
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