-54.4%
COIN vs RDW
+11.1%
-65.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +16.5% | -18.0% | -5.1% |
| 7D | -6.1% | -14.1% | +7.9% | -3.4% |
| 30D | -24.5% | -29.6% | +5.1% | -18.9% |
| 3M | -7.3% | -39.1% | +31.7% | +1.7% |
| 6M | -31.9% | -25.2% | -6.7% | -34.0% |
| YTD | -40.4% | -5.1% | -35.3% | -48.8% |
| 1Y | -54.4% | +20.6% | -74.9% | -64.6% |
| All | -54.4% | +11.1% | -65.4% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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