-27.8%
COIN vs USO
+213.6%
-241.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +1.8% |
| 7D | -5.1% | +9.1% | -14.2% | -5.3% |
| 30D | +17.6% | +21.7% | -4.1% | +17.1% |
| 3M | +9.2% | +20.2% | -11.0% | +8.8% |
| 6M | -11.8% | +43.4% | -55.1% | -14.5% |
| YTD | -22.5% | +124.0% | -146.5% | -29.7% |
| 1Y | -45.9% | +112.2% | -158.1% | -50.6% |
| 3Y | +117.4% | +97.7% | +19.7% | +97.1% |
| All | -27.8% | +213.6% | -241.4% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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