+141.7%
RNG vs COO
+4.1%
+137.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.4% |
| 7D | +5.8% | -2.2% | +8.0% | +6.6% |
| 30D | +19.6% | -7.0% | +26.6% | +22.7% |
| 3M | +67.0% | +12.2% | +54.8% | +61.4% |
| 6M | +88.4% | -15.1% | +103.5% | +112.2% |
| YTD | +155.5% | -15.1% | +170.6% | +188.5% |
| 1Y | +141.7% | +2.3% | +139.3% | +146.8% |
| All | +141.7% | +4.1% | +137.5% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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