-46.6%
COIN vs RRX
+25.1%
-71.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | -0.6% |
| 7D | -5.1% | -0.3% | -4.7% | -4.9% |
| 30D | +17.6% | -6.1% | +23.7% | +22.1% |
| 3M | +9.2% | -23.1% | +32.3% | +24.2% |
| 6M | -11.8% | -19.5% | +7.8% | -6.5% |
| YTD | -22.5% | +16.1% | -38.6% | -41.1% |
| 1Y | -45.9% | +12.9% | -58.8% | -58.5% |
| 3Y | +117.4% | +7.9% | +109.5% | +70.8% |
| 5Y | -29.4% | +19.1% | -48.5% | -48.3% |
| All | -46.6% | +25.1% | -71.7% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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