-47.5%
COIN vs RPRX
+61.4%
-109.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | +0.3% |
| 7D | -10.6% | -8.0% | -2.6% | -6.3% |
| 30D | +16.0% | +2.1% | +13.9% | +14.7% |
| 3M | +11.9% | +8.2% | +3.7% | +6.8% |
| 6M | -12.3% | +28.9% | -41.2% | -24.6% |
| YTD | -23.8% | +54.1% | -78.0% | -41.2% |
| 1Y | -45.4% | +65.5% | -110.9% | -59.9% |
| 3Y | +109.9% | +117.3% | -7.4% | +24.2% |
| 5Y | -30.6% | +71.6% | -102.2% | -46.0% |
| All | -47.5% | +61.4% | -109.0% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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