-63.0%
COIN vs OUST
-53.0%
-10.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.5% | +6.2% | +0.6% |
| 7D | -5.3% | -3.8% | -1.5% | -4.3% |
| 30D | -26.2% | +5.1% | -31.2% | -28.3% |
| 3M | -17.1% | -25.8% | +8.8% | -11.0% |
| 6M | -36.7% | -2.0% | -34.7% | -44.6% |
| YTD | -43.6% | +54.7% | -98.3% | -59.9% |
| 1Y | -54.9% | +48.8% | -103.7% | -67.7% |
| 3Y | +37.8% | +607.8% | -570.0% | -62.3% |
| All | -63.0% | -53.0% | -10.0% | -51.5% |
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