-46.6%
COIN vs ODFL
+48.4%
-95.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +2.0% |
| 7D | -5.1% | -3.3% | -1.8% | -2.7% |
| 30D | +17.6% | -15.3% | +32.9% | +33.2% |
| 3M | +9.2% | -27.3% | +36.6% | +37.3% |
| 6M | -11.8% | -4.5% | -7.3% | -12.6% |
| YTD | -22.5% | +15.1% | -37.6% | -35.7% |
| 1Y | -45.9% | +21.1% | -67.0% | -57.4% |
| 3Y | +117.4% | -14.1% | +131.5% | +116.1% |
| 5Y | -29.4% | +26.6% | -56.0% | -50.9% |
| All | -46.6% | +48.4% | -95.0% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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