-47.5%
COIN vs OUST
-60.1%
+12.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.5% |
| 7D | -10.6% | -1.7% | -8.9% | -10.2% |
| 30D | +16.0% | -21.9% | +37.9% | +24.8% |
| 3M | +11.9% | -8.2% | +20.1% | +5.6% |
| 6M | -12.3% | +57.5% | -69.8% | -35.4% |
| YTD | -23.8% | +62.8% | -86.6% | -44.8% |
| 1Y | -45.4% | +24.5% | -69.9% | -58.0% |
| 3Y | +109.9% | +599.0% | -489.1% | -37.2% |
| 5Y | -30.6% | -54.9% | +24.3% | -47.3% |
| All | -47.5% | -60.1% | +12.5% | -60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling