+16.6%
STZ vs RNG
+171.5%
-154.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +5.3% | -6.0% | +11.4% | +5.2% |
| 30D | +19.6% | -7.4% | +26.9% | +19.4% |
| 3M | +10.0% | +14.6% | -4.6% | +10.1% |
| 6M | -0.3% | +61.5% | -61.8% | +0.5% |
| YTD | +8.6% | +155.7% | -147.1% | +10.8% |
| 1Y | +16.6% | +172.5% | -155.9% | +19.0% |
| All | +16.6% | +171.5% | -154.9% | +19.0% |
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