-50.7%
COIN vs RRC
+44.7%
-95.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.7% | +3.9% |
| 7D | -6.7% | -6.8% | +0.1% | -7.1% |
| 30D | -19.5% | +34.7% | -54.2% | -18.7% |
| 3M | +0.5% | +31.5% | -31.0% | +1.6% |
| 6M | -25.4% | +21.8% | -47.1% | -23.3% |
| YTD | -33.0% | +48.9% | -81.9% | -37.4% |
| 1Y | -50.7% | +42.1% | -92.8% | -53.7% |
| All | -50.7% | +44.7% | -95.4% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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