-12.3%
COIN vs ROK
+10.0%
-22.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | -10.6% | -1.6% | -9.0% | -10.4% |
| 30D | +16.0% | -5.4% | +21.4% | +16.6% |
| 3M | +11.9% | -4.0% | +15.8% | +10.7% |
| 6M | -12.3% | +13.3% | -25.7% | -17.4% |
| All | -12.3% | +10.0% | -22.4% | -17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling