-47.5%
COIN vs ROL
+6.2%
-53.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -10.6% | -3.2% | -7.4% | -9.3% |
| 30D | +16.0% | -6.6% | +22.6% | +19.2% |
| 3M | +11.9% | -27.3% | +39.2% | +27.9% |
| 6M | -12.3% | -38.1% | +25.7% | +7.5% |
| YTD | -23.8% | -41.8% | +17.9% | -4.5% |
| 1Y | -45.4% | -37.8% | -7.6% | -34.5% |
| 3Y | +109.9% | -0.3% | +110.2% | +83.2% |
| 5Y | -30.6% | -5.1% | -25.6% | -44.3% |
| All | -47.5% | +6.2% | -53.7% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling