-60.2%
COIN vs DASH
+15.0%
-75.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -1.9% |
| 7D | -4.5% | -4.1% | -0.4% | -1.7% |
| 30D | -28.1% | -10.6% | -17.5% | -23.1% |
| 3M | -12.3% | -18.8% | +6.5% | -0.9% |
| 6M | -37.1% | +11.2% | -48.3% | -44.1% |
| YTD | -42.2% | -23.8% | -18.4% | -33.1% |
| 1Y | -57.0% | -12.2% | -44.8% | -55.5% |
| 3Y | +40.6% | +97.3% | -56.7% | -18.8% |
| 5Y | -61.9% | -29.8% | -32.1% | -75.6% |
| All | -60.2% | +15.0% | -75.2% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 10y: compounded portfolio wealth divided by compounded DASH 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…
10y analysis · Full analysis span regression · 6 months rolling