-11.8%
COIN vs OTIS
-18.6%
+6.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.3% |
| 7D | -5.1% | -3.0% | -2.1% | -4.5% |
| 30D | +17.6% | -6.0% | +23.6% | +18.6% |
| 3M | +9.2% | -0.9% | +10.1% | +8.3% |
| 6M | -11.8% | -17.3% | +5.6% | -0.8% |
| All | -11.8% | -18.6% | +6.8% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 6mo: compounded portfolio wealth divided by compounded OTIS 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…
6mo analysis · Full analysis span regression · 6 months rolling