-27.8%
COIN vs DE
+97.2%
-125.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.9% |
| 7D | -5.1% | -2.6% | -2.5% | -3.7% |
| 30D | +17.6% | +9.0% | +8.6% | +11.7% |
| 3M | +9.2% | +19.1% | -9.9% | -2.3% |
| 6M | -11.8% | +14.4% | -26.1% | -20.1% |
| YTD | -22.5% | +45.9% | -68.4% | -41.3% |
| 1Y | -45.9% | +43.6% | -89.5% | -58.9% |
| 3Y | +117.4% | +75.9% | +41.5% | +42.5% |
| All | -27.8% | +97.2% | -125.0% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling