-35.8%
STZ vs RNG
+162.2%
-198.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.0% | -0.5% |
| 7D | +11.8% | -11.2% | +23.0% | +12.2% |
| 30D | +26.0% | -3.8% | +29.8% | +26.0% |
| 3M | +11.5% | +21.1% | -9.6% | +10.5% |
| 6M | -2.0% | +56.2% | -58.2% | -4.1% |
| YTD | +7.9% | +158.8% | -150.9% | +1.7% |
| 1Y | +13.9% | +173.6% | -159.7% | +6.8% |
| All | -35.8% | +162.2% | -198.0% | -40.7% |
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