-61.1%
COIN vs OUST
-62.0%
+0.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.5% | +6.2% | +0.5% |
| 7D | -5.3% | -3.8% | -1.5% | -4.3% |
| 30D | -26.2% | +5.1% | -31.2% | -28.2% |
| 3M | -17.1% | -25.8% | +8.8% | -11.2% |
| 6M | -36.7% | -2.0% | -34.7% | -44.2% |
| YTD | -43.6% | +54.7% | -98.3% | -59.3% |
| 1Y | -54.9% | +48.8% | -103.7% | -67.2% |
| 3Y | +37.8% | +607.8% | -570.0% | -59.1% |
| 5Y | -62.8% | -52.7% | -10.1% | -72.0% |
| All | -61.1% | -62.0% | +0.9% | -71.2% |
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