-46.6%
COIN vs RL
+203.1%
-249.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.2% |
| 7D | -5.1% | -3.4% | -1.6% | -2.5% |
| 30D | +17.6% | -14.4% | +32.0% | +31.9% |
| 3M | +9.2% | -13.6% | +22.8% | +20.4% |
| 6M | -11.8% | +0.6% | -12.3% | -16.6% |
| YTD | -22.5% | -3.6% | -18.9% | -24.2% |
| 1Y | -45.9% | +8.3% | -54.2% | -52.2% |
| 3Y | +117.4% | +204.8% | -87.4% | -27.8% |
| 5Y | -29.4% | +232.9% | -262.4% | -78.5% |
| All | -46.6% | +203.1% | -249.8% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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