-46.8%
COIN vs ROP
-4.3%
-42.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.0% | -1.0% |
| 7D | -0.1% | -6.1% | +6.0% | +6.5% |
| 30D | +17.5% | -3.4% | +20.9% | +21.8% |
| 3M | +12.4% | +16.7% | -4.3% | -6.5% |
| 6M | -12.5% | +8.1% | -20.6% | -21.8% |
| YTD | -22.7% | -11.7% | -11.1% | -13.5% |
| 1Y | -45.2% | -24.2% | -21.0% | -26.4% |
| 3Y | +112.8% | -19.0% | +131.8% | +155.8% |
| 5Y | -31.9% | -15.9% | -16.0% | -26.6% |
| All | -46.8% | -4.3% | -42.5% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling