-27.8%
COIN vs OWL
-15.1%
-12.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +0.6% |
| 7D | -5.1% | -10.1% | +5.0% | +4.7% |
| 30D | +17.6% | -11.9% | +29.5% | +32.1% |
| 3M | +9.2% | +10.7% | -1.5% | -2.7% |
| 6M | -11.8% | +22.1% | -33.9% | -30.6% |
| YTD | -22.5% | -24.8% | +2.3% | -2.4% |
| 1Y | -45.9% | -39.2% | -6.7% | -17.5% |
| 3Y | +117.4% | +1.7% | +115.6% | +75.9% |
| All | -27.8% | -15.1% | -12.7% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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