+14.2%
STZ vs RNG
+163.9%
-149.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.8% |
| 7D | +4.9% | -11.3% | +16.2% | +4.7% |
| 30D | +20.9% | -5.7% | +26.6% | +20.6% |
| 3M | +8.0% | +16.8% | -8.8% | +8.2% |
| 6M | -5.3% | +58.5% | -63.8% | -4.6% |
| YTD | +5.9% | +151.3% | -145.4% | +8.1% |
| 1Y | +14.2% | +169.0% | -154.8% | +16.4% |
| All | +14.2% | +163.9% | -149.7% | +16.4% |
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