-46.6%
COIN vs VLO
+558.3%
-604.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.4% |
| 7D | -5.1% | +5.3% | -10.4% | -6.3% |
| 30D | +17.6% | +18.2% | -0.6% | +12.7% |
| 3M | +9.2% | +53.3% | -44.1% | -2.6% |
| 6M | -11.8% | +70.4% | -82.2% | -24.5% |
| YTD | -22.5% | +143.4% | -165.9% | -40.1% |
| 1Y | -45.9% | +153.0% | -198.9% | -58.8% |
| 3Y | +117.4% | +195.0% | -77.6% | +55.9% |
| 5Y | -29.4% | +618.8% | -648.2% | -52.1% |
| All | -46.6% | +558.3% | -604.9% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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