-46.6%
COIN vs DASH
+34.6%
-81.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.4% |
| 7D | -5.1% | -4.6% | -0.5% | -2.0% |
| 30D | +17.6% | -5.0% | +22.6% | +21.2% |
| 3M | +9.2% | +30.6% | -21.4% | -10.7% |
| 6M | -11.8% | +19.2% | -30.9% | -24.3% |
| YTD | -22.5% | -10.8% | -11.7% | -18.3% |
| 1Y | -45.9% | -22.4% | -23.5% | -38.0% |
| 3Y | +117.4% | +142.5% | -25.1% | +9.1% |
| 5Y | -29.4% | -4.0% | -25.4% | -58.8% |
| All | -46.6% | +34.6% | -81.2% | -68.3% |
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