-39.8%
COIN vs DE
+49.4%
-89.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | +3.4% | +10.0% | -6.7% | +2.8% |
| 30D | +23.2% | +13.3% | +9.9% | +21.9% |
| 3M | +12.5% | +17.5% | -5.0% | +11.4% |
| 6M | -11.6% | +13.6% | -25.2% | -12.4% |
| YTD | -18.4% | +49.8% | -68.1% | -21.4% |
| 1Y | -39.8% | +47.9% | -87.7% | -40.3% |
| All | -39.8% | +49.4% | -89.2% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling