-46.8%
COIN vs XRT
-0.9%
-45.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.7% | +0.1% |
| 7D | -0.1% | -2.4% | +2.3% | +3.6% |
| 30D | +17.5% | -6.9% | +24.5% | +30.3% |
| 3M | +12.4% | -0.4% | +12.8% | +11.4% |
| 6M | -12.5% | +2.2% | -14.8% | -17.3% |
| YTD | -22.7% | -0.7% | -22.1% | -23.0% |
| 1Y | -45.2% | -2.0% | -43.2% | -44.3% |
| 3Y | +112.8% | +41.0% | +71.8% | +20.9% |
| 5Y | -31.9% | -3.3% | -28.6% | -36.6% |
| All | -46.8% | -0.9% | -45.9% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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