-39.8%
COIN vs UPS
+27.3%
-67.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -4.0% |
| 7D | +3.4% | -2.9% | +6.2% | +3.9% |
| 30D | +23.2% | -3.5% | +26.7% | +23.9% |
| 3M | +12.5% | -5.7% | +18.2% | +13.0% |
| 6M | -11.6% | -4.4% | -7.3% | -12.2% |
| YTD | -18.4% | +8.0% | -26.4% | -24.5% |
| 1Y | -39.8% | +29.0% | -68.9% | -51.9% |
| All | -39.8% | +27.3% | -67.1% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 1y: compounded portfolio wealth divided by compounded UPS 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…
1y analysis · Full analysis span regression · 6 months rolling