+117.4%
COIN vs ON
-23.2%
+140.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.5% | -6.8% | -1.1% |
| 7D | -5.1% | +2.4% | -7.4% | -5.9% |
| 30D | +17.6% | -8.6% | +26.2% | +20.9% |
| 3M | +9.2% | -34.3% | +43.6% | +22.0% |
| 6M | -11.8% | +28.5% | -40.3% | -26.8% |
| YTD | -22.5% | +40.6% | -63.1% | -38.7% |
| 1Y | -45.9% | +55.3% | -101.2% | -59.1% |
| 3Y | +117.4% | -22.2% | +139.6% | +97.5% |
| All | +117.4% | -23.2% | +140.6% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 3y: compounded portfolio wealth divided by compounded ON 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…
3y analysis · Full analysis span regression · 6 months rolling