-47.5%
COIN vs ROST
+88.9%
-136.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -10.6% | -2.5% | -8.1% | -8.9% |
| 30D | +16.0% | -10.3% | +26.2% | +25.3% |
| 3M | +11.9% | -2.6% | +14.5% | +13.0% |
| 6M | -12.3% | +6.5% | -18.9% | -19.0% |
| YTD | -23.8% | +25.9% | -49.7% | -38.3% |
| 1Y | -45.4% | +52.3% | -97.7% | -62.4% |
| 3Y | +109.9% | +94.6% | +15.3% | +14.9% |
| 5Y | -30.6% | +111.1% | -141.7% | -70.0% |
| All | -47.5% | +88.9% | -136.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling