-30.6%
COIN vs D
+3.9%
-34.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -10.6% | -1.6% | -9.0% | -10.3% |
| 30D | +16.0% | -3.5% | +19.5% | +16.6% |
| 3M | +11.9% | -1.6% | +13.5% | +12.0% |
| 6M | -12.3% | +5.8% | -18.1% | -13.6% |
| YTD | -23.8% | +14.5% | -38.3% | -26.1% |
| 1Y | -45.4% | +14.2% | -59.5% | -47.0% |
| 3Y | +109.9% | +59.0% | +50.9% | +76.9% |
| 5Y | -30.6% | +5.4% | -36.0% | -32.0% |
| All | -30.6% | +3.9% | -34.5% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 5y: compounded portfolio wealth divided by compounded D 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…
5y analysis · Full analysis span regression · 6 months rolling