-46.6%
COIN vs OMC
+20.7%
-67.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.1% |
| 7D | -5.1% | -4.4% | -0.7% | -2.2% |
| 30D | +17.6% | -7.6% | +25.2% | +24.0% |
| 3M | +9.2% | +4.5% | +4.7% | +5.0% |
| 6M | -11.8% | -0.3% | -11.5% | -12.8% |
| YTD | -22.5% | -0.1% | -22.4% | -24.6% |
| 1Y | -45.9% | +4.6% | -50.5% | -50.3% |
| 3Y | +117.4% | +10.5% | +106.9% | +78.1% |
| 5Y | -29.4% | +31.7% | -61.1% | -48.1% |
| All | -46.6% | +20.7% | -67.3% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling