-46.6%
COIN vs DD
+47.6%
-94.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -5.1% | -3.5% | -1.6% | -2.3% |
| 30D | +17.6% | -11.7% | +29.2% | +29.6% |
| 3M | +9.2% | -9.2% | +18.5% | +18.2% |
| 6M | -11.8% | -7.2% | -4.6% | -7.7% |
| YTD | -22.5% | +6.6% | -29.1% | -28.7% |
| 1Y | -45.9% | +32.0% | -77.9% | -59.0% |
| 3Y | +117.4% | +42.1% | +75.3% | +47.8% |
| 5Y | -29.4% | +58.1% | -87.5% | -55.7% |
| All | -46.6% | +47.6% | -94.2% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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