-46.6%
COIN vs RJF
+120.3%
-166.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.4% |
| 6M | -11.8% | +17.8% | -29.6% | -27.5% |
| YTD | -22.5% | +9.2% | -31.7% | -30.7% |
| 1Y | -45.9% | +2.8% | -48.7% | -48.4% |
| 3Y | +117.4% | +69.5% | +47.9% | +26.0% |
| 5Y | -29.4% | +105.9% | -135.4% | -62.3% |
| All | -46.6% | +120.3% | -166.9% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling