-46.6%
COIN vs RCAT
+87.3%
-133.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.9% |
| 7D | -5.1% | -4.9% | -0.2% | -4.4% |
| 30D | +17.6% | -22.9% | +40.5% | +21.9% |
| 3M | +9.2% | -33.7% | +43.0% | +14.9% |
| 6M | -11.8% | -50.7% | +39.0% | -5.0% |
| YTD | -22.5% | +0.4% | -22.9% | -25.1% |
| 1Y | -45.9% | -27.6% | -18.3% | -46.2% |
| 3Y | +117.4% | +753.2% | -635.8% | +40.1% |
| 5Y | -29.4% | +183.3% | -212.7% | -51.9% |
| All | -46.6% | +87.3% | -133.9% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling