+2,016.3%
STX vs RNG
+340.1%
+1,676.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.0% |
| 7D | +14.6% | +4.6% | +10.0% | +13.8% |
| 30D | -26.0% | +0.4% | -26.4% | -25.8% |
| 3M | -42.6% | +11.4% | -54.0% | -43.6% |
| 6M | -35.3% | +95.7% | -130.9% | -43.1% |
| YTD | +92.5% | +162.9% | -70.4% | +56.7% |
| 1Y | +102.4% | +180.3% | -77.9% | +62.7% |
| 3Y | +673.8% | +188.3% | +485.5% | +493.5% |
| 5Y | +463.1% | -72.5% | +535.6% | +510.6% |
| 10Y | +2,014.6% | +236.7% | +1,777.9% | +1,149.3% |
| All | +2,016.3% | +340.1% | +1,676.1% | +1,086.6% |
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