-46.6%
COIN vs RVMD
+443.1%
-489.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -5.1% | -3.0% | -2.1% | -4.1% |
| 30D | +17.6% | -0.7% | +18.3% | +17.7% |
| 3M | +9.2% | +36.5% | -27.3% | -2.6% |
| 6M | -11.8% | +104.6% | -116.4% | -34.0% |
| YTD | -22.5% | +155.8% | -178.3% | -48.7% |
| 1Y | -45.9% | +340.7% | -386.6% | -71.4% |
| 3Y | +117.4% | +519.9% | -402.5% | -9.3% |
| 5Y | -29.4% | +584.9% | -614.4% | -77.4% |
| All | -46.6% | +443.1% | -489.7% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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