+1,776.1%
STLD vs RNG
+328.0%
+1,448.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.0% | +3.7% |
| 7D | -4.7% | -6.0% | +1.4% | -3.9% |
| 30D | -0.9% | -7.4% | +6.4% | -0.1% |
| 3M | -11.9% | +14.6% | -26.5% | -13.6% |
| 6M | +0.9% | +61.5% | -60.6% | -6.2% |
| YTD | +40.4% | +155.7% | -115.2% | +20.6% |
| 1Y | +56.6% | +172.5% | -115.9% | +33.3% |
| 3Y | +125.5% | +168.0% | -42.5% | +88.4% |
| 5Y | +292.8% | -73.8% | +366.6% | +312.9% |
| 10Y | +787.1% | +240.3% | +546.8% | +448.2% |
| All | +1,776.1% | +328.0% | +1,448.0% | +990.5% |
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