+338.5%
COP vs RNG
+222.9%
+115.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.3% | -6.1% | +8.4% | +2.8% |
| 30D | +8.6% | +9.6% | -1.0% | +7.8% |
| 3M | +19.9% | +83.3% | -63.5% | +13.9% |
| 6M | +19.0% | +77.9% | -58.9% | +12.9% |
| YTD | +50.0% | +139.9% | -90.0% | +37.7% |
| 1Y | +50.5% | +121.7% | -71.1% | +38.9% |
| 3Y | +25.2% | +121.9% | -96.7% | +13.2% |
| 5Y | +194.3% | -68.4% | +262.6% | +200.3% |
| All | +338.5% | +222.9% | +115.6% | +220.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling