+126.6%
RNG vs COO
-20.6%
+147.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.7% | +13.8% | +3.5% |
| 7D | -9.6% | -23.3% | +13.7% | -1.9% |
| 30D | +8.8% | -29.5% | +38.3% | +21.4% |
| 3M | +78.6% | -20.0% | +98.6% | +91.5% |
| 6M | +70.3% | -27.2% | +97.5% | +95.8% |
| YTD | +140.3% | -33.9% | +174.2% | +192.0% |
| 1Y | +126.6% | -19.9% | +146.5% | +149.7% |
| All | +126.6% | -20.6% | +147.2% | +149.7% |
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