-50.7%
COIN vs REPL
+125.1%
-175.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | -6.7% | +28.8% | -35.5% | -6.2% |
| 30D | -19.5% | +57.3% | -76.8% | -18.8% |
| 3M | +0.5% | +73.6% | -73.1% | +1.6% |
| 6M | -25.4% | +582.8% | -608.2% | -25.8% |
| YTD | -33.0% | +112.9% | -145.9% | -34.4% |
| 1Y | -50.7% | +130.7% | -181.4% | -54.0% |
| All | -50.7% | +125.1% | -175.8% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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