+57.4%
XLE vs COIN
+110.1%
-52.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | +0.5% | -10.6% | +11.1% | +0.9% |
| 30D | +6.6% | +16.0% | -9.4% | +5.8% |
| 3M | +12.3% | +11.9% | +0.4% | +11.4% |
| 6M | +18.4% | -12.3% | +30.7% | +18.5% |
| YTD | +47.2% | -23.8% | +71.0% | +48.0% |
| 1Y | +50.3% | -45.4% | +95.6% | +53.4% |
| All | +57.4% | +110.1% | -52.7% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COIN.
Daily Out/Under-Performance
Portfolio return minus COIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COIN 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 3y: compounded portfolio wealth divided by compounded COIN 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…
3y analysis · Full analysis span regression · 6 months rolling