-46.6%
COIN vs RCL
+208.4%
-255.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -5.1% | -1.9% | -3.2% | -3.9% |
| 30D | +17.6% | -15.5% | +33.1% | +30.3% |
| 3M | +9.2% | -9.7% | +18.9% | +14.8% |
| 6M | -11.8% | -8.7% | -3.0% | -9.6% |
| YTD | -22.5% | -5.8% | -16.7% | -26.0% |
| 1Y | -45.9% | -24.5% | -21.4% | -40.7% |
| 3Y | +117.4% | +173.9% | -56.5% | -4.0% |
| 5Y | -29.4% | +228.0% | -257.4% | -76.5% |
| All | -46.6% | +208.4% | -255.0% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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