+215.0%
RNG vs COO
+17.0%
+198.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | -6.1% | -22.5% | +16.4% | +9.9% |
| 30D | +9.6% | -29.7% | +39.3% | +37.1% |
| 3M | +83.3% | -20.1% | +103.5% | +109.7% |
| 6M | +77.9% | -26.9% | +104.8% | +113.6% |
| YTD | +139.9% | -34.2% | +174.1% | +210.5% |
| 1Y | +121.7% | -21.3% | +142.9% | +150.5% |
| 3Y | +121.9% | -38.7% | +160.5% | +182.6% |
| 5Y | -68.4% | -52.2% | -16.1% | -51.8% |
| All | +215.0% | +17.0% | +198.0% | +179.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling