-27.8%
COIN vs RSG
+89.9%
-117.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.5% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | +17.6% | +4.0% | +13.6% | +15.9% |
| 3M | +9.2% | +7.4% | +1.9% | +5.5% |
| 6M | -11.8% | +0.1% | -11.9% | -12.3% |
| YTD | -22.5% | +6.0% | -28.5% | -25.3% |
| 1Y | -45.9% | -3.0% | -42.9% | -45.5% |
| 3Y | +117.4% | +56.5% | +60.9% | +52.8% |
| All | -27.8% | +89.9% | -117.7% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 5y: compounded portfolio wealth divided by compounded RSG 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…
5y analysis · Full analysis span regression · 6 months rolling