-46.8%
COIN vs STRL
+2,257.9%
-2,304.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.9% |
| 7D | -0.1% | +8.2% | -8.3% | -3.0% |
| 30D | +17.5% | -6.3% | +23.8% | +19.4% |
| 3M | +12.4% | -41.2% | +53.6% | +30.1% |
| 6M | -12.5% | +20.4% | -32.9% | -31.9% |
| YTD | -22.7% | +61.7% | -84.4% | -48.6% |
| 1Y | -45.2% | +72.7% | -117.9% | -65.4% |
| 3Y | +112.8% | +530.9% | -418.1% | -33.6% |
| 5Y | -31.9% | +2,125.4% | -2,157.3% | -88.4% |
| All | -46.8% | +2,257.9% | -2,304.6% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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