-46.6%
COIN vs RMBS
+326.5%
-373.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.7% |
| 7D | -5.1% | +1.8% | -6.8% | -6.0% |
| 30D | +17.6% | -13.9% | +31.5% | +26.7% |
| 3M | +9.2% | -39.8% | +49.0% | +37.0% |
| 6M | -11.8% | -6.0% | -5.8% | -23.0% |
| YTD | -22.5% | -5.4% | -17.1% | -34.5% |
| 1Y | -45.9% | -1.8% | -44.1% | -57.0% |
| 3Y | +117.4% | +53.7% | +63.7% | +7.0% |
| 5Y | -29.4% | +268.5% | -297.9% | -86.6% |
| All | -46.6% | +326.5% | -373.1% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling