-39.8%
COIN vs ROL
-35.4%
-4.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.1% |
| 7D | +3.4% | -1.4% | +4.8% | +3.2% |
| 30D | +23.2% | -4.1% | +27.3% | +22.7% |
| 3M | +12.5% | -22.5% | +35.0% | +8.6% |
| 6M | -11.6% | -37.7% | +26.0% | -17.8% |
| YTD | -18.4% | -39.6% | +21.2% | -22.2% |
| 1Y | -39.8% | -36.0% | -3.8% | -40.2% |
| All | -39.8% | -35.4% | -4.4% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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