-50.7%
COIN vs OXY
+45.4%
-96.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.1% | +9.3% | +3.3% |
| 7D | -6.7% | -8.8% | +2.1% | -8.0% |
| 30D | -19.5% | -1.7% | -17.8% | -19.7% |
| 3M | +0.5% | +4.5% | -4.0% | +1.5% |
| 6M | -25.4% | -4.0% | -21.4% | -24.5% |
| YTD | -33.0% | +41.4% | -74.4% | -41.4% |
| 1Y | -50.7% | +45.9% | -96.6% | -57.7% |
| All | -50.7% | +45.4% | -96.1% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 1y: compounded portfolio wealth divided by compounded OXY 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…
1y analysis · Full analysis span regression · 6 months rolling