-46.6%
COIN vs O
+22.6%
-69.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -5.1% | -2.9% | -2.2% | -3.1% |
| 30D | +17.6% | -4.5% | +22.1% | +21.6% |
| 3M | +9.2% | -2.6% | +11.9% | +10.8% |
| 6M | -11.8% | -5.6% | -6.1% | -8.7% |
| YTD | -22.5% | +9.3% | -31.8% | -29.1% |
| 1Y | -45.9% | +4.3% | -50.2% | -48.7% |
| 3Y | +117.4% | +27.4% | +90.0% | +60.8% |
| 5Y | -29.4% | +17.1% | -46.5% | -38.1% |
| All | -46.6% | +22.6% | -69.2% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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