-46.6%
COIN vs OWL
+34.2%
-80.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +0.7% |
| 7D | -5.1% | -10.1% | +5.0% | +3.2% |
| 30D | +17.6% | -11.9% | +29.5% | +29.9% |
| 3M | +9.2% | +10.7% | -1.5% | -0.6% |
| 6M | -11.8% | +22.1% | -33.9% | -27.4% |
| YTD | -22.5% | -24.8% | +2.3% | -5.5% |
| 1Y | -45.9% | -39.2% | -6.7% | -22.7% |
| 3Y | +117.4% | +1.7% | +115.6% | +102.7% |
| 5Y | -29.4% | -15.5% | -13.9% | -34.1% |
| All | -46.6% | +34.2% | -80.8% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling