-46.6%
COIN vs ROST
+93.3%
-139.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | 0.0% |
| 7D | -5.1% | +0.2% | -5.3% | -5.2% |
| 30D | +17.6% | -6.9% | +24.5% | +23.6% |
| 3M | +9.2% | -3.3% | +12.6% | +11.0% |
| 6M | -11.8% | +9.0% | -20.8% | -19.9% |
| YTD | -22.5% | +28.9% | -51.4% | -38.4% |
| 1Y | -45.9% | +54.0% | -99.9% | -63.0% |
| 3Y | +117.4% | +100.7% | +16.7% | +16.2% |
| 5Y | -29.4% | +116.0% | -145.5% | -70.0% |
| All | -46.6% | +93.3% | -139.9% | -77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling