-47.5%
COIN vs O
+22.7%
-70.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.8% |
| 7D | -10.6% | -3.5% | -7.1% | -8.2% |
| 30D | +16.0% | -3.3% | +19.3% | +18.8% |
| 3M | +11.9% | -2.8% | +14.7% | +13.6% |
| 6M | -12.3% | -5.8% | -6.6% | -9.1% |
| YTD | -23.8% | +9.4% | -33.2% | -30.4% |
| 1Y | -45.4% | +5.7% | -51.0% | -48.7% |
| 3Y | +109.9% | +27.2% | +82.6% | +55.7% |
| 5Y | -30.6% | +17.2% | -47.8% | -39.2% |
| All | -47.5% | +22.7% | -70.2% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling