+219.1%
XLE vs COIN
-53.0%
+272.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.2% |
| 7D | 0.0% | +1.2% | -1.2% | -0.1% |
| 30D | +12.6% | +16.5% | -3.9% | +11.8% |
| 3M | +11.8% | +10.4% | +1.5% | +11.0% |
| 6M | +16.1% | -9.3% | +25.3% | +15.9% |
| YTD | +46.9% | -20.9% | +67.7% | +47.2% |
| 1Y | +53.3% | -40.8% | +94.0% | +55.4% |
| 3Y | +54.9% | +118.0% | -63.1% | +43.5% |
| 5Y | +225.7% | -30.7% | +256.4% | +203.9% |
| All | +219.1% | -53.0% | +272.2% | +198.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling