+117.4%
COIN vs DBX
+27.0%
+90.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.1% |
| 7D | -5.1% | +2.1% | -7.2% | -6.0% |
| 30D | +17.6% | +5.7% | +11.9% | +14.7% |
| 3M | +9.2% | +31.8% | -22.6% | -4.3% |
| 6M | -11.8% | +37.5% | -49.2% | -25.8% |
| YTD | -22.5% | +27.9% | -50.4% | -32.5% |
| 1Y | -45.9% | +15.0% | -60.9% | -50.5% |
| 3Y | +117.4% | +27.2% | +90.2% | +61.5% |
| All | +117.4% | +27.0% | +90.4% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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