-45.5%
COIN vs RY
+168.6%
-214.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.0% |
| 7D | +1.2% | +2.7% | -1.5% | -2.5% |
| 30D | +16.5% | -1.0% | +17.5% | +17.6% |
| 3M | +10.4% | +7.6% | +2.7% | -2.1% |
| 6M | -9.3% | +29.5% | -38.7% | -39.1% |
| YTD | -20.9% | +24.2% | -45.0% | -43.0% |
| 1Y | -40.8% | +46.4% | -87.2% | -66.8% |
| 3Y | +118.0% | +159.4% | -41.4% | -50.4% |
| 5Y | -30.7% | +141.8% | -172.5% | -80.5% |
| All | -45.5% | +168.6% | -214.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling