-45.5%
COIN vs RBA
+42.4%
-87.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -1.9% |
| 7D | +1.2% | -1.1% | +2.3% | +1.9% |
| 30D | +16.5% | -13.2% | +29.7% | +26.9% |
| 3M | +10.4% | -21.4% | +31.7% | +25.0% |
| 6M | -9.3% | -20.9% | +11.6% | +2.2% |
| YTD | -20.9% | -19.9% | -1.0% | -11.5% |
| 1Y | -40.8% | -28.7% | -12.1% | -28.7% |
| 3Y | +118.0% | +27.4% | +90.6% | +89.1% |
| 5Y | -30.7% | +41.7% | -72.4% | -43.5% |
| All | -45.5% | +42.4% | -87.9% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling