-32.8%
STZ vs RNG
-70.5%
+37.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.5% |
| 7D | -1.9% | +5.8% | -7.7% | -2.3% |
| 30D | -1.9% | +19.6% | -21.5% | -2.9% |
| 3M | -6.2% | +67.0% | -73.3% | -9.3% |
| 6M | -14.0% | +88.4% | -102.4% | -17.8% |
| YTD | -5.1% | +155.5% | -160.6% | -11.9% |
| 1Y | -9.6% | +141.7% | -151.2% | -15.7% |
| 3Y | -47.2% | +131.1% | -178.3% | -51.5% |
| All | -32.8% | -70.5% | +37.7% | -33.3% |
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