-43.8%
COIN vs OUST
-58.7%
+14.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -4.7% |
| 7D | +3.4% | +5.2% | -1.9% | +1.6% |
| 30D | +23.2% | -19.3% | +42.4% | +30.8% |
| 3M | +12.5% | -22.6% | +35.1% | +12.8% |
| 6M | -11.6% | +62.8% | -74.4% | -35.8% |
| YTD | -18.4% | +68.3% | -86.7% | -41.4% |
| 1Y | -39.8% | +28.5% | -68.4% | -54.2% |
| 3Y | +136.7% | +554.0% | -417.3% | -26.9% |
| 5Y | -33.7% | -56.2% | +22.5% | -50.0% |
| All | -43.8% | -58.7% | +14.9% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling