-40.3%
COIN vs RGTI
+54.2%
-94.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -5.1% | +0.5% | -5.5% | -5.2% |
| 30D | +17.6% | -17.1% | +34.7% | +22.0% |
| 3M | +9.2% | -26.0% | +35.2% | +15.2% |
| 6M | -11.8% | -9.9% | -1.9% | -12.3% |
| YTD | -22.5% | -31.1% | +8.6% | -18.8% |
| 1Y | -45.9% | -8.5% | -37.4% | -48.1% |
| 3Y | +117.4% | +652.2% | -534.8% | -12.8% |
| 5Y | -29.4% | +56.8% | -86.2% | -54.1% |
| All | -40.3% | +54.2% | -94.5% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 all: compounded portfolio wealth divided by compounded RGTI 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…
all analysis · Full analysis span regression · 6 months rolling