-29.4%
STZ vs RNG
-69.1%
+39.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.6% |
| 7D | +4.9% | -11.3% | +16.2% | +5.6% |
| 30D | +20.9% | -5.7% | +26.6% | +21.1% |
| 3M | +8.0% | +16.8% | -8.8% | +6.8% |
| 6M | -5.3% | +58.5% | -63.8% | -8.3% |
| YTD | +5.9% | +151.3% | -145.4% | -1.6% |
| 1Y | +14.2% | +169.0% | -154.8% | +5.5% |
| 3Y | -37.0% | +156.9% | -193.9% | -42.5% |
| All | -29.4% | -69.1% | +39.7% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling