-47.5%
COIN vs ONTO
+284.2%
-331.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | +0.5% |
| 7D | -10.6% | +6.5% | -17.1% | -14.1% |
| 30D | +16.0% | -15.9% | +31.9% | +25.8% |
| 3M | +11.9% | -0.2% | +12.0% | +1.0% |
| 6M | -12.3% | +38.7% | -51.1% | -37.8% |
| YTD | -23.8% | +70.4% | -94.2% | -53.3% |
| 1Y | -45.4% | +153.6% | -199.0% | -74.5% |
| 3Y | +109.9% | +109.2% | +0.7% | -12.9% |
| 5Y | -30.6% | +249.7% | -280.4% | -81.0% |
| All | -47.5% | +284.2% | -331.7% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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