-46.6%
COIN vs RIG
+80.0%
-126.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.2% |
| 7D | -5.1% | -3.1% | -2.0% | -4.3% |
| 30D | +17.6% | -0.5% | +18.1% | +17.6% |
| 3M | +9.2% | -6.0% | +15.2% | +10.1% |
| 6M | -11.8% | -10.1% | -1.6% | -11.0% |
| YTD | -22.5% | +37.3% | -59.8% | -30.7% |
| 1Y | -45.9% | +73.9% | -119.8% | -55.0% |
| 3Y | +117.4% | -30.2% | +147.6% | +119.8% |
| 5Y | -29.4% | +62.5% | -91.9% | -47.1% |
| All | -46.6% | +80.0% | -126.6% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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