-39.8%
COIN vs ROST
+54.0%
-93.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.0% |
| 7D | +3.4% | +0.9% | +2.4% | +3.0% |
| 30D | +23.2% | -8.9% | +32.1% | +27.1% |
| 3M | +12.5% | -0.8% | +13.3% | +12.6% |
| 6M | -11.6% | +8.5% | -20.1% | -17.4% |
| YTD | -18.4% | +28.6% | -46.9% | -31.1% |
| 1Y | -39.8% | +52.3% | -92.2% | -53.2% |
| All | -39.8% | +54.0% | -93.8% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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