+123.9%
RNG vs COO
-23.3%
+147.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.6% | -3.2% |
| 7D | -0.8% | -2.3% | +1.5% | +0.2% |
| 30D | +11.4% | -8.8% | +20.2% | +15.7% |
| 3M | +72.1% | +1.3% | +70.7% | +71.2% |
| 6M | +67.9% | -11.6% | +79.5% | +77.1% |
| YTD | +144.3% | -17.4% | +161.8% | +166.0% |
| 1Y | +117.5% | -1.6% | +119.1% | +118.9% |
| 3Y | +123.9% | -22.6% | +146.5% | +148.4% |
| All | +123.9% | -23.3% | +147.2% | +148.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling