-45.2%
COIN vs OUST
+29.4%
-74.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +1.0% | -1.6% |
| 7D | -0.1% | +4.0% | -4.2% | -1.1% |
| 30D | +17.5% | -14.0% | +31.5% | +20.9% |
| 3M | +12.4% | -5.9% | +18.3% | +4.8% |
| 6M | -12.5% | +76.4% | -88.9% | -40.0% |
| YTD | -22.7% | +67.5% | -90.2% | -46.7% |
| 1Y | -45.2% | +27.1% | -72.3% | -60.1% |
| All | -45.2% | +29.4% | -74.6% | -60.1% |
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