-47.5%
COIN vs DD
+48.0%
-95.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | -10.6% | -2.9% | -7.7% | -8.5% |
| 30D | +16.0% | -11.5% | +27.4% | +27.7% |
| 3M | +11.9% | -5.4% | +17.3% | +17.1% |
| 6M | -12.3% | -6.9% | -5.4% | -8.6% |
| YTD | -23.8% | +6.9% | -30.7% | -30.0% |
| 1Y | -45.4% | +35.6% | -81.0% | -59.5% |
| 3Y | +109.9% | +42.5% | +67.3% | +42.4% |
| 5Y | -30.6% | +58.5% | -89.1% | -56.5% |
| All | -47.5% | +48.0% | -95.5% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling