-45.9%
COIN vs ROK
+27.3%
-73.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.0% |
| 7D | -5.1% | -1.2% | -3.8% | -4.5% |
| 30D | +17.6% | -4.8% | +22.4% | +20.2% |
| 3M | +9.2% | -6.1% | +15.3% | +10.5% |
| 6M | -11.8% | +15.5% | -27.2% | -24.5% |
| YTD | -22.5% | +11.2% | -33.7% | -31.6% |
| 1Y | -45.9% | +23.8% | -69.7% | -55.5% |
| All | -45.9% | +27.3% | -73.2% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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