-46.6%
COIN vs OSCR
+36.5%
-83.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -5.1% | +1.6% | -6.7% | -5.6% |
| 30D | +17.6% | +10.7% | +6.9% | +13.9% |
| 3M | +9.2% | +13.4% | -4.1% | +4.8% |
| 6M | -11.8% | +144.6% | -156.3% | -33.1% |
| YTD | -22.5% | +128.0% | -150.5% | -40.2% |
| 1Y | -45.9% | +68.7% | -114.6% | -55.4% |
| 3Y | +117.4% | +398.8% | -281.4% | +6.2% |
| 5Y | -29.4% | +87.3% | -116.7% | -66.9% |
| All | -46.6% | +36.5% | -83.2% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 10y: compounded portfolio wealth divided by compounded OSCR 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…
10y analysis · Full analysis span regression · 6 months rolling