+37.8%
COIN vs DASH
+97.8%
-60.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.9% |
| 7D | -5.3% | -4.5% | -0.7% | -2.3% |
| 30D | -26.2% | -6.8% | -19.4% | -23.4% |
| 3M | -17.1% | -20.7% | +3.6% | -4.9% |
| 6M | -36.7% | +15.1% | -51.8% | -45.4% |
| YTD | -43.6% | -24.3% | -19.3% | -33.8% |
| 1Y | -54.9% | -12.1% | -42.8% | -53.2% |
| 3Y | +37.8% | +91.1% | -53.3% | -10.8% |
| All | +37.8% | +97.8% | -60.0% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling