+82.2%
RNG vs COO
+5.1%
+77.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.2% |
| 7D | +2.3% | -2.1% | +4.3% | +2.5% |
| 30D | -3.4% | +13.9% | -17.3% | -5.0% |
| 3M | +20.9% | -18.9% | +39.8% | +25.3% |
| 6M | +82.2% | +3.7% | +78.5% | +101.8% |
| All | +82.2% | +5.1% | +77.1% | +101.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling