+305.4%
RNG vs COO
+115.2%
+190.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -2.9% |
| 7D | +5.8% | -2.2% | +8.0% | +7.4% |
| 30D | +19.6% | -7.0% | +26.6% | +25.3% |
| 3M | +67.0% | +12.2% | +54.8% | +53.3% |
| 6M | +88.4% | -15.1% | +103.5% | +106.7% |
| YTD | +155.5% | -15.1% | +170.6% | +181.2% |
| 1Y | +141.7% | +2.3% | +139.3% | +132.8% |
| 3Y | +131.1% | -23.7% | +154.8% | +158.3% |
| 5Y | -70.6% | -38.9% | -31.7% | -61.6% |
| 10Y | +228.2% | +49.9% | +178.3% | +145.6% |
| All | +305.4% | +115.2% | +190.2% | +134.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling