-27.8%
COIN vs ROL
-5.1%
-22.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | -5.1% | -3.2% | -1.9% | -3.7% |
| 30D | +17.6% | -4.9% | +22.5% | +20.0% |
| 3M | +9.2% | -25.8% | +35.1% | +24.2% |
| 6M | -11.8% | -37.6% | +25.8% | +8.4% |
| YTD | -22.5% | -41.5% | +19.0% | -2.5% |
| 1Y | -45.9% | -39.5% | -6.4% | -33.7% |
| 3Y | +117.4% | +0.1% | +117.3% | +86.7% |
| All | -27.8% | -5.1% | -22.7% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling