+117.4%
COIN vs ULTA
+31.2%
+86.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +0.9% |
| 7D | -5.1% | -3.1% | -2.0% | -3.9% |
| 30D | +17.6% | +2.8% | +14.8% | +16.1% |
| 3M | +9.2% | +14.8% | -5.5% | +2.9% |
| 6M | -11.8% | -16.2% | +4.5% | -6.1% |
| YTD | -22.5% | -9.6% | -12.9% | -20.2% |
| 1Y | -45.9% | +4.8% | -50.7% | -48.0% |
| 3Y | +117.4% | +30.7% | +86.7% | +51.8% |
| All | +117.4% | +31.2% | +86.2% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 3y: compounded portfolio wealth divided by compounded ULTA 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…
3y analysis · Full analysis span regression · 6 months rolling