-47.5%
COIN vs UL
+16.9%
-64.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | -10.6% | -4.1% | -6.5% | -9.7% |
| 30D | +16.0% | -1.2% | +17.1% | +16.3% |
| 3M | +11.9% | +6.0% | +5.9% | +10.2% |
| 6M | -12.3% | -5.5% | -6.9% | -10.9% |
| YTD | -23.8% | -3.3% | -20.5% | -23.7% |
| 1Y | -45.4% | -9.8% | -35.6% | -44.1% |
| 3Y | +109.9% | +20.1% | +89.7% | +77.7% |
| 5Y | -30.6% | +19.2% | -49.8% | -45.6% |
| All | -47.5% | +16.9% | -64.4% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling