+117.4%
COIN vs RJF
+69.0%
+48.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.8% |
| 7D | -5.1% | -2.7% | -2.4% | -2.2% |
| 30D | +17.6% | -4.3% | +21.9% | +22.8% |
| 3M | +9.2% | +15.7% | -6.5% | -7.8% |
| 6M | -11.8% | +17.8% | -29.6% | -28.1% |
| YTD | -22.5% | +9.2% | -31.7% | -31.1% |
| 1Y | -45.9% | +2.8% | -48.7% | -48.5% |
| 3Y | +117.4% | +69.5% | +47.9% | +44.0% |
| All | +117.4% | +69.0% | +48.4% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 3y: compounded portfolio wealth divided by compounded RJF 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…
3y analysis · Full analysis span regression · 6 months rolling