-29.3%
STZ vs RNG
-74.0%
+44.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.1% |
| 7D | -0.9% | -3.5% | +2.6% | -0.8% |
| 30D | +14.9% | -3.8% | +18.7% | +15.0% |
| 3M | +8.4% | +18.6% | -10.1% | +7.1% |
| 6M | +2.8% | +69.2% | -66.4% | -0.9% |
| YTD | +7.5% | +161.9% | -154.3% | -0.5% |
| 1Y | +12.5% | +176.2% | -163.7% | +3.7% |
| 3Y | -35.4% | +174.5% | -209.9% | -41.5% |
| 5Y | -29.3% | -71.9% | +42.6% | -27.7% |
| All | -29.3% | -74.0% | +44.7% | -27.7% |
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 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