-46.6%
COIN vs REPL
-57.3%
+10.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.9% |
| 7D | -5.1% | -14.1% | +9.0% | -4.4% |
| 30D | +17.6% | -15.2% | +32.8% | +18.4% |
| 3M | +9.2% | +49.9% | -40.6% | +3.7% |
| 6M | -11.8% | +63.5% | -75.3% | -23.1% |
| YTD | -22.5% | +32.9% | -55.4% | -31.5% |
| 1Y | -45.9% | +115.0% | -160.9% | -56.7% |
| 3Y | +117.4% | -34.7% | +152.1% | +68.7% |
| 5Y | -29.4% | -59.7% | +30.2% | -46.3% |
| All | -46.6% | -57.3% | +10.7% | -59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling