-50.7%
COIN vs OUST
+11.1%
-61.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +15.7% | -11.6% | +0.3% |
| 7D | -6.7% | -0.2% | -6.5% | -6.7% |
| 30D | -19.5% | -24.0% | +4.5% | -14.7% |
| 3M | +0.5% | -29.9% | +30.4% | +7.3% |
| 6M | -25.4% | +19.1% | -44.5% | -42.3% |
| YTD | -33.0% | +55.0% | -88.0% | -58.7% |
| 1Y | -50.7% | +21.2% | -71.9% | -64.9% |
| All | -50.7% | +11.1% | -61.8% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 1y: compounded portfolio wealth divided by compounded OUST 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…
1y analysis · Full analysis span regression · 6 months rolling