-46.6%
COIN vs ULTA
+63.2%
-109.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.3% |
| 3M | +9.2% | +14.8% | -5.5% | 0.0% |
| 6M | -11.8% | -16.2% | +4.5% | -4.1% |
| YTD | -22.5% | -9.6% | -12.9% | -19.8% |
| 1Y | -45.9% | +4.8% | -50.7% | -49.3% |
| 3Y | +117.4% | +30.7% | +86.7% | +61.3% |
| 5Y | -29.4% | +45.9% | -75.3% | -51.1% |
| All | -46.6% | +63.2% | -109.8% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling