-46.8%
COIN vs RCAT
+91.3%
-138.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.1% | -1.4% |
| 7D | -0.1% | -2.3% | +2.1% | +0.2% |
| 30D | +17.5% | -18.7% | +36.2% | +20.8% |
| 3M | +12.4% | -29.3% | +41.6% | +17.1% |
| 6M | -12.5% | -42.3% | +29.8% | -7.9% |
| YTD | -22.7% | +2.5% | -25.3% | -25.6% |
| 1Y | -45.2% | -5.7% | -39.5% | -47.5% |
| 3Y | +112.8% | +764.9% | -652.1% | +36.9% |
| 5Y | -31.9% | +182.3% | -214.2% | -53.7% |
| All | -46.8% | +91.3% | -138.1% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling