+199.6%
STZ vs RNG
+320.7%
-121.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.6% |
| 7D | +4.9% | -11.3% | +16.2% | +5.9% |
| 30D | +20.9% | -5.7% | +26.6% | +21.2% |
| 3M | +8.0% | +16.8% | -8.8% | +6.4% |
| 6M | -5.3% | +58.5% | -63.8% | -9.5% |
| YTD | +5.9% | +151.3% | -145.4% | -3.9% |
| 1Y | +14.2% | +169.0% | -154.8% | +3.0% |
| 3Y | -37.0% | +156.9% | -193.9% | -44.1% |
| 5Y | -29.7% | -69.0% | +39.3% | -27.3% |
| 10Y | +5.2% | +262.0% | -256.8% | -20.6% |
| All | +199.6% | +320.7% | -121.2% | +125.0% |
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