+255.4%
XOM vs COIN
-54.0%
+309.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | +0.4% |
| 7D | +4.1% | -5.1% | +9.2% | +4.2% |
| 30D | +4.6% | +17.6% | -13.0% | +4.2% |
| 3M | +14.0% | +9.2% | +4.7% | +13.6% |
| 6M | +11.0% | -11.8% | +22.7% | +11.0% |
| YTD | +40.7% | -22.5% | +63.2% | +41.0% |
| 1Y | +52.3% | -45.9% | +98.2% | +53.8% |
| 3Y | +60.5% | +117.4% | -56.9% | +53.0% |
| 5Y | +266.4% | -29.4% | +295.8% | +246.5% |
| All | +255.4% | -54.0% | +309.4% | +234.0% |
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