-27.8%
COIN vs RL
+232.4%
-260.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.1% |
| 7D | -5.1% | -3.4% | -1.6% | -2.3% |
| 30D | +17.6% | -14.4% | +32.0% | +33.0% |
| 3M | +9.2% | -13.6% | +22.8% | +21.1% |
| 6M | -11.8% | +0.6% | -12.3% | -17.1% |
| YTD | -22.5% | -3.6% | -18.9% | -24.6% |
| 1Y | -45.9% | +8.3% | -54.2% | -52.8% |
| 3Y | +117.4% | +204.8% | -87.4% | -37.2% |
| All | -27.8% | +232.4% | -260.2% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling