-27.8%
COIN vs ULTA
+44.7%
-72.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +0.5% |
| 7D | -5.1% | -3.1% | -2.0% | -3.3% |
| 30D | +17.6% | +2.8% | +14.8% | +15.2% |
| 3M | +9.2% | +14.8% | -5.5% | -0.5% |
| 6M | -11.8% | -16.2% | +4.5% | -3.7% |
| YTD | -22.5% | -9.6% | -12.9% | -19.7% |
| 1Y | -45.9% | +4.8% | -50.7% | -49.6% |
| 3Y | +117.4% | +30.7% | +86.7% | +57.0% |
| All | -27.8% | +44.7% | -72.5% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling