-31.9%
COIN vs OUST
-53.5%
+21.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +1.0% | -1.2% |
| 7D | -0.1% | +4.0% | -4.2% | -1.5% |
| 30D | +17.5% | -14.0% | +31.5% | +22.5% |
| 3M | +12.4% | -5.9% | +18.3% | +4.8% |
| 6M | -12.5% | +76.4% | -88.9% | -39.3% |
| YTD | -22.7% | +67.5% | -90.2% | -45.4% |
| 1Y | -45.2% | +27.1% | -72.3% | -58.8% |
| 3Y | +112.8% | +619.0% | -506.2% | -42.0% |
| 5Y | -31.9% | -54.9% | +23.1% | -23.5% |
| All | -31.9% | -53.5% | +21.7% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling