-46.6%
COIN vs ORLY
+149.4%
-196.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.6% |
| 7D | -5.1% | -2.4% | -2.7% | -4.4% |
| 30D | +17.6% | -6.8% | +24.4% | +20.0% |
| 3M | +9.2% | -4.8% | +14.0% | +10.3% |
| 6M | -11.8% | -9.1% | -2.7% | -9.9% |
| YTD | -22.5% | -5.9% | -16.6% | -21.9% |
| 1Y | -45.9% | -20.4% | -25.5% | -42.1% |
| 3Y | +117.4% | +36.6% | +80.8% | +76.8% |
| 5Y | -29.4% | +117.3% | -146.7% | -57.1% |
| All | -46.6% | +149.4% | -196.0% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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