+117.4%
COIN vs ROP
-19.1%
+136.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -5.1% | -4.6% | -0.5% | -1.7% |
| 30D | +17.6% | -1.7% | +19.3% | +19.5% |
| 3M | +9.2% | +17.1% | -7.8% | -4.8% |
| 6M | -11.8% | +10.9% | -22.6% | -20.0% |
| YTD | -22.5% | -12.1% | -10.4% | -13.1% |
| 1Y | -45.9% | -24.2% | -21.7% | -29.5% |
| 3Y | +117.4% | -20.4% | +137.8% | +154.4% |
| All | +117.4% | -19.1% | +136.5% | +154.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling