-27.8%
COIN vs RTX
+162.7%
-190.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | -5.1% | -1.5% | -3.5% | -4.3% |
| 30D | +17.6% | -11.0% | +28.6% | +24.3% |
| 3M | +9.2% | +7.7% | +1.6% | +3.4% |
| 6M | -11.8% | -3.9% | -7.9% | -11.0% |
| YTD | -22.5% | +9.0% | -31.5% | -27.6% |
| 1Y | -45.9% | +27.3% | -73.2% | -54.0% |
| 3Y | +117.4% | +172.9% | -55.5% | +1.0% |
| All | -27.8% | +162.7% | -190.5% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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