-46.6%
COIN vs OXY
+164.5%
-211.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -5.1% | +2.8% | -7.9% | -5.7% |
| 30D | +17.6% | +5.5% | +12.1% | +16.2% |
| 3M | +9.2% | +11.3% | -2.1% | +6.0% |
| 6M | -11.8% | +11.6% | -23.4% | -15.5% |
| YTD | -22.5% | +51.6% | -74.1% | -32.0% |
| 1Y | -45.9% | +36.2% | -82.1% | -51.3% |
| 3Y | +117.4% | +1.7% | +115.7% | +106.3% |
| 5Y | -29.4% | +164.5% | -193.9% | -39.6% |
| All | -46.6% | +164.5% | -211.1% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling