-45.5%
COIN vs URA
+201.2%
-246.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.1% | -6.2% | -5.3% |
| 7D | +1.2% | +8.1% | -6.9% | -4.3% |
| 30D | +16.5% | +5.8% | +10.7% | +12.2% |
| 3M | +10.4% | +3.4% | +6.9% | +7.6% |
| 6M | -9.3% | -2.6% | -6.6% | -9.0% |
| YTD | -20.9% | +11.2% | -32.0% | -28.8% |
| 1Y | -40.8% | +19.8% | -60.6% | -51.1% |
| 3Y | +118.0% | +121.5% | -3.5% | +6.7% |
| 5Y | -30.7% | +134.5% | -165.2% | -66.8% |
| All | -45.5% | +201.2% | -246.7% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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