-39.8%
COIN vs RMBS
+16.3%
-56.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.5% |
| 7D | +3.4% | -0.3% | +3.7% | +3.5% |
| 30D | +23.2% | -12.2% | +35.4% | +27.4% |
| 3M | +12.5% | -49.5% | +62.0% | +33.8% |
| 6M | -11.6% | -7.1% | -4.5% | -21.1% |
| YTD | -18.4% | -7.0% | -11.4% | -28.1% |
| 1Y | -39.8% | +13.3% | -53.2% | -49.4% |
| All | -39.8% | +16.3% | -56.1% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling