-27.8%
COIN vs ROK
+47.1%
-74.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +0.3% |
| 7D | -5.1% | -1.2% | -3.8% | -4.0% |
| 30D | +17.6% | -4.8% | +22.4% | +22.8% |
| 3M | +9.2% | -6.1% | +15.3% | +13.1% |
| 6M | -11.8% | +15.5% | -27.2% | -26.6% |
| YTD | -22.5% | +11.2% | -33.7% | -33.3% |
| 1Y | -45.9% | +23.8% | -69.7% | -58.0% |
| 3Y | +117.4% | +53.1% | +64.3% | +30.9% |
| All | -27.8% | +47.1% | -74.9% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling