-54.4%
COIN vs RBRK
+46.9%
-101.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -6.1% | -14.8% | +8.7% | 0.0% |
| 30D | -24.5% | -14.5% | -10.0% | -19.6% |
| 3M | -7.3% | +25.0% | -32.3% | -14.9% |
| 6M | -31.9% | +83.0% | -114.9% | -47.3% |
| YTD | -40.4% | +38.3% | -78.7% | -53.9% |
| 1Y | -54.4% | +47.8% | -102.2% | -65.2% |
| All | -54.4% | +46.9% | -101.2% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling