-27.8%
COIN vs OMC
+30.5%
-58.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.1% |
| 7D | -5.1% | -4.4% | -0.7% | -2.0% |
| 30D | +17.6% | -7.6% | +25.2% | +24.4% |
| 3M | +9.2% | +4.5% | +4.7% | +4.7% |
| 6M | -11.8% | -0.3% | -11.5% | -12.9% |
| YTD | -22.5% | -0.1% | -22.4% | -24.8% |
| 1Y | -45.9% | +4.6% | -50.5% | -50.6% |
| 3Y | +117.4% | +10.5% | +106.9% | +73.2% |
| All | -27.8% | +30.5% | -58.3% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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