-27.8%
COIN vs OKE
+138.0%
-165.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.1% |
| 7D | -5.1% | +1.2% | -6.3% | -5.9% |
| 30D | +17.6% | +4.5% | +13.1% | +13.5% |
| 3M | +9.2% | +9.6% | -0.4% | -0.1% |
| 6M | -11.8% | +15.4% | -27.1% | -24.1% |
| YTD | -22.5% | +36.5% | -59.0% | -42.5% |
| 1Y | -45.9% | +39.0% | -84.9% | -60.7% |
| 3Y | +117.4% | +74.3% | +43.1% | +26.4% |
| All | -27.8% | +138.0% | -165.9% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 5y: compounded portfolio wealth divided by compounded OKE 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…
5y analysis · Full analysis span regression · 6 months rolling