-50.7%
COIN vs ROP
+10.1%
-60.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.9% | +0.2% | +2.9% |
| 7D | -6.7% | +11.7% | -18.4% | -10.2% |
| 30D | -19.5% | +35.5% | -55.0% | -28.8% |
| 3M | +0.5% | +25.3% | -24.8% | -7.3% |
| 6M | -25.4% | +38.9% | -64.3% | -34.1% |
| YTD | -33.0% | +11.4% | -44.4% | -37.5% |
| 1Y | -50.7% | +10.3% | -61.0% | -53.3% |
| All | -50.7% | +10.1% | -60.8% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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