-47.5%
COIN vs DBX
+34.5%
-82.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.5% |
| 7D | -10.6% | -1.8% | -8.8% | -9.2% |
| 30D | +16.0% | +2.8% | +13.1% | +13.1% |
| 3M | +11.9% | +26.8% | -14.9% | -10.2% |
| 6M | -12.3% | +32.8% | -45.1% | -35.1% |
| YTD | -23.8% | +26.1% | -49.9% | -40.7% |
| 1Y | -45.4% | +14.1% | -59.5% | -53.8% |
| 3Y | +109.9% | +25.7% | +84.1% | +39.1% |
| 5Y | -30.6% | +11.2% | -41.8% | -54.2% |
| All | -47.5% | +34.5% | -82.1% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling