+86.6%
STLD vs RNG
+117.7%
-31.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.6% | -0.6% |
| 7D | +2.7% | -0.8% | +3.5% | +2.7% |
| 30D | -8.4% | +11.4% | -19.8% | -8.7% |
| 3M | -9.9% | +72.1% | -81.9% | -10.9% |
| 6M | +33.0% | +67.9% | -34.9% | +31.0% |
| YTD | +42.6% | +144.3% | -101.8% | +36.4% |
| All | +86.6% | +117.7% | -31.1% | +78.0% |
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 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