-46.8%
COIN vs RVTY
-7.6%
-39.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.2% | -0.6% |
| 7D | -0.1% | -5.4% | +5.3% | +3.8% |
| 30D | +17.5% | +6.7% | +10.8% | +12.8% |
| 3M | +12.4% | +19.0% | -6.7% | -1.5% |
| 6M | -12.5% | +34.6% | -47.2% | -30.5% |
| YTD | -22.7% | +28.3% | -51.0% | -36.4% |
| 1Y | -45.2% | +46.0% | -91.2% | -59.0% |
| 3Y | +112.8% | +16.9% | +96.0% | +71.3% |
| 5Y | -31.9% | -32.9% | +1.1% | -12.6% |
| All | -46.8% | -7.6% | -39.2% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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