+1,818.7%
STLD vs RNG
+327.7%
+1,491.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -1.1% |
| 7D | +3.1% | +5.8% | -2.6% | +2.4% |
| 30D | -9.0% | +19.6% | -28.6% | -11.1% |
| 3M | -12.4% | +67.0% | -79.4% | -18.4% |
| 6M | +25.5% | +88.4% | -62.9% | +14.1% |
| YTD | +43.6% | +155.5% | -111.9% | +23.6% |
| 1Y | +87.2% | +141.7% | -54.5% | +62.1% |
| 3Y | +135.2% | +131.1% | +4.2% | +100.2% |
| 5Y | +290.9% | -70.6% | +361.5% | +303.6% |
| 10Y | +1,113.5% | +228.2% | +885.2% | +654.6% |
| All | +1,818.7% | +327.7% | +1,491.0% | +1,017.6% |
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