-46.6%
COIN vs SLB
+140.4%
-187.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -5.1% | -2.5% | -2.6% | -4.3% |
| 30D | +17.6% | +7.1% | +10.5% | +15.1% |
| 3M | +9.2% | +0.6% | +8.6% | +8.3% |
| 6M | -11.8% | +17.6% | -29.4% | -17.3% |
| YTD | -22.5% | +48.5% | -71.0% | -33.0% |
| 1Y | -45.9% | +59.4% | -105.3% | -54.5% |
| 3Y | +117.4% | -0.4% | +117.7% | +103.3% |
| 5Y | -29.4% | +133.8% | -163.2% | -41.5% |
| All | -46.6% | +140.4% | -187.0% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 10y: compounded portfolio wealth divided by compounded SLB 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…
10y analysis · Full analysis span regression · 6 months rolling