-27.8%
COIN vs UPS
-34.8%
+6.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | -5.1% | -2.0% | -3.1% | -3.7% |
| 30D | +17.6% | -2.0% | +19.5% | +19.4% |
| 3M | +9.2% | -6.2% | +15.5% | +13.7% |
| 6M | -11.8% | +2.8% | -14.5% | -16.0% |
| YTD | -22.5% | +5.9% | -28.4% | -29.4% |
| 1Y | -45.9% | +26.2% | -72.1% | -57.8% |
| 3Y | +117.4% | -26.0% | +143.4% | +155.6% |
| All | -27.8% | -34.8% | +6.9% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling