+47.1%
COIN vs OUST
+692.9%
-645.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -10.1% | +14.0% | -24.0% | -13.5% |
| 30D | -24.5% | +2.5% | -27.0% | -25.7% |
| 3M | -8.3% | -15.3% | +7.0% | -6.3% |
| 6M | -37.1% | +42.6% | -79.7% | -49.9% |
| YTD | -39.7% | +76.6% | -116.4% | -55.9% |
| 1Y | -55.2% | +54.1% | -109.2% | -66.0% |
| All | +47.1% | +692.9% | -645.8% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling