-45.5%
COIN vs D
+9.2%
-54.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | +1.2% | +0.8% | +0.4% | +1.1% |
| 30D | +16.5% | -0.7% | +17.2% | +16.6% |
| 3M | +10.4% | +2.1% | +8.3% | +9.8% |
| 6M | -9.3% | +6.8% | -16.1% | -10.6% |
| YTD | -20.9% | +16.5% | -37.4% | -23.3% |
| 1Y | -40.8% | +19.2% | -59.9% | -42.9% |
| 3Y | +118.0% | +61.9% | +56.1% | +85.6% |
| 5Y | -30.7% | +6.5% | -37.2% | -33.5% |
| All | -45.5% | +9.2% | -54.7% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling