+117.4%
COIN vs TROW
+11.3%
+106.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +3.2% |
| 7D | -5.1% | -3.2% | -1.9% | -1.2% |
| 30D | +17.6% | -4.6% | +22.2% | +25.1% |
| 3M | +9.2% | -0.7% | +9.9% | +11.3% |
| 6M | -11.8% | +22.2% | -34.0% | -30.4% |
| YTD | -22.5% | +6.6% | -29.1% | -27.8% |
| 1Y | -45.9% | +5.8% | -51.7% | -48.9% |
| 3Y | +117.4% | +11.6% | +105.8% | +97.5% |
| All | +117.4% | +11.3% | +106.1% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 3y: compounded portfolio wealth divided by compounded TROW 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…
3y analysis · Full analysis span regression · 6 months rolling