-30.2%
COIN vs DASH
-0.7%
-29.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.3% | +2.2% | +0.9% |
| 7D | +1.2% | -11.2% | +12.4% | +10.5% |
| 30D | +16.5% | -7.3% | +23.8% | +22.7% |
| 3M | +10.4% | +31.4% | -21.1% | -12.1% |
| 6M | -9.3% | +11.9% | -21.1% | -19.7% |
| YTD | -20.9% | -11.5% | -9.4% | -15.8% |
| 1Y | -40.8% | -20.0% | -20.8% | -33.1% |
| 3Y | +118.0% | +143.9% | -26.0% | -1.6% |
| All | -30.2% | -0.7% | -29.6% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling