-46.6%
COIN vs RY
+164.6%
-211.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.8% |
| 7D | -5.1% | -2.2% | -2.9% | -1.9% |
| 30D | +17.6% | -3.6% | +21.1% | +23.5% |
| 3M | +9.2% | +3.9% | +5.3% | +2.2% |
| 6M | -11.8% | +26.4% | -38.2% | -38.6% |
| YTD | -22.5% | +22.3% | -44.8% | -43.0% |
| 1Y | -45.9% | +43.7% | -89.6% | -68.8% |
| 3Y | +117.4% | +154.0% | -36.6% | -48.9% |
| 5Y | -29.4% | +137.6% | -167.0% | -79.7% |
| All | -46.6% | +164.6% | -211.2% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling