+87.2%
STLD vs RNG
+144.7%
-57.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -1.5% |
| 7D | +3.1% | +5.8% | -2.6% | +3.0% |
| 30D | -9.0% | +19.6% | -28.6% | -9.5% |
| 3M | -12.4% | +67.0% | -79.4% | -13.5% |
| 6M | +25.5% | +88.4% | -62.9% | +22.7% |
| YTD | +43.6% | +155.5% | -111.9% | +36.3% |
| 1Y | +87.2% | +141.7% | -54.5% | +77.8% |
| All | +87.2% | +144.7% | -57.5% | +77.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling