+113.7%
COIN vs RBA
+25.0%
+88.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.7% |
| 7D | -10.6% | -3.3% | -7.3% | -8.4% |
| 30D | +16.0% | -9.8% | +25.7% | +24.6% |
| 3M | +11.9% | -23.5% | +35.4% | +31.1% |
| 6M | -12.3% | -21.5% | +9.2% | +0.3% |
| YTD | -23.8% | -21.2% | -2.7% | -13.3% |
| 1Y | -45.4% | -30.2% | -15.2% | -31.2% |
| All | +113.7% | +25.0% | +88.7% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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