-45.5%
COIN vs SLB
+144.9%
-190.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | +16.5% | +13.6% | +2.9% | +11.9% |
| 3M | +10.4% | +1.5% | +8.9% | +9.2% |
| 6M | -9.3% | +23.0% | -32.3% | -16.2% |
| YTD | -20.9% | +51.2% | -72.1% | -32.0% |
| 1Y | -40.8% | +63.5% | -104.3% | -50.6% |
| 3Y | +118.0% | +2.5% | +115.5% | +102.3% |
| 5Y | -30.7% | +139.2% | -169.9% | -42.9% |
| All | -45.5% | +144.9% | -190.4% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling