+317.2%
RNG vs COO
+93.8%
+223.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.1% |
| 7D | +4.6% | +0.5% | +4.1% | +4.2% |
| 30D | +0.4% | +14.2% | -13.7% | -8.2% |
| 3M | +11.4% | -18.2% | +29.6% | +24.4% |
| 6M | +95.7% | +5.3% | +90.3% | +82.6% |
| YTD | +162.9% | -23.6% | +186.4% | +203.4% |
| 1Y | +180.3% | -12.7% | +192.9% | +194.4% |
| 3Y | +188.3% | -24.2% | +212.5% | +214.0% |
| 5Y | -72.5% | -40.0% | -32.5% | -64.2% |
| 10Y | +236.7% | +41.6% | +195.1% | +157.4% |
| All | +317.2% | +93.8% | +223.4% | +152.8% |
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 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