-47.5%
COIN vs XOP
+184.2%
-231.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -10.6% | +1.6% | -12.2% | -11.4% |
| 30D | +16.0% | +9.6% | +6.4% | +10.4% |
| 3M | +11.9% | +16.9% | -5.0% | +1.6% |
| 6M | -12.3% | +24.0% | -36.4% | -24.7% |
| YTD | -23.8% | +56.2% | -80.0% | -42.9% |
| 1Y | -45.4% | +51.8% | -97.2% | -58.6% |
| 3Y | +109.9% | +37.0% | +72.9% | +66.4% |
| 5Y | -30.6% | +163.4% | -194.0% | -52.9% |
| All | -47.5% | +184.2% | -231.7% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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