-45.5%
COIN vs RL
+210.4%
-255.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.2% |
| 7D | +1.2% | +1.9% | -0.7% | -0.2% |
| 30D | +16.5% | -12.2% | +28.7% | +27.9% |
| 3M | +10.4% | -6.6% | +17.0% | +14.0% |
| 6M | -9.3% | +3.2% | -12.4% | -16.0% |
| YTD | -20.9% | -1.3% | -19.6% | -24.0% |
| 1Y | -40.8% | +13.6% | -54.4% | -49.6% |
| 3Y | +118.0% | +210.9% | -92.9% | -28.7% |
| 5Y | -30.7% | +246.9% | -277.6% | -79.3% |
| All | -45.5% | +210.4% | -255.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling