-46.8%
COIN vs ROIV
+322.3%
-369.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.6% |
| 7D | -0.1% | +22.3% | -22.5% | -6.6% |
| 30D | +17.5% | +16.9% | +0.7% | +11.3% |
| 3M | +12.4% | +43.9% | -31.6% | -0.3% |
| 6M | -12.5% | +41.6% | -54.1% | -22.2% |
| YTD | -22.7% | +92.7% | -115.4% | -37.3% |
| 1Y | -45.2% | +210.2% | -255.4% | -61.3% |
| 3Y | +112.8% | +231.8% | -119.0% | +43.8% |
| 5Y | -31.9% | +319.8% | -351.6% | -68.6% |
| All | -46.8% | +322.3% | -369.1% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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