-27.8%
COIN vs UL
+18.7%
-46.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -5.1% | -3.4% | -1.7% | -4.2% |
| 30D | +17.6% | +0.5% | +17.1% | +17.5% |
| 3M | +9.2% | +7.2% | +2.0% | +7.3% |
| 6M | -11.8% | -3.1% | -8.7% | -10.9% |
| YTD | -22.5% | -2.7% | -19.8% | -22.5% |
| 1Y | -45.9% | -10.2% | -35.7% | -44.4% |
| 3Y | +117.4% | +20.3% | +97.1% | +82.2% |
| All | -27.8% | +18.7% | -46.5% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 5y: compounded portfolio wealth divided by compounded UL 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…
5y analysis · Full analysis span regression · 6 months rolling