+204.1%
STZ vs RNG
+338.4%
-134.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.1% |
| 7D | -0.9% | -3.5% | +2.6% | -0.7% |
| 30D | +14.9% | -3.8% | +18.7% | +15.1% |
| 3M | +8.4% | +18.6% | -10.1% | +6.7% |
| 6M | +2.8% | +69.2% | -66.4% | -2.2% |
| YTD | +7.5% | +161.9% | -154.3% | -2.7% |
| 1Y | +12.5% | +176.2% | -163.7% | +1.3% |
| 3Y | -35.4% | +174.5% | -209.9% | -43.0% |
| 5Y | -29.3% | -71.9% | +42.6% | -25.9% |
| 10Y | +11.8% | +235.4% | -223.6% | -14.8% |
| All | +204.1% | +338.4% | -134.3% | +127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling