-27.8%
COIN vs RCL
+224.8%
-252.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.4% |
| 7D | -5.1% | -1.9% | -3.2% | -3.9% |
| 30D | +17.6% | -15.5% | +33.1% | +30.9% |
| 3M | +9.2% | -9.7% | +18.9% | +15.1% |
| 6M | -11.8% | -8.7% | -3.0% | -9.6% |
| YTD | -22.5% | -5.8% | -16.7% | -26.4% |
| 1Y | -45.9% | -24.5% | -21.4% | -40.5% |
| 3Y | +117.4% | +173.9% | -56.5% | -10.3% |
| All | -27.8% | +224.8% | -252.7% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling