-11.8%
COIN vs DE
+15.0%
-26.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.7% |
| 7D | -5.1% | -2.6% | -2.5% | -5.0% |
| 30D | +17.6% | +9.0% | +8.6% | +16.1% |
| 3M | +9.2% | +19.1% | -9.9% | +8.8% |
| 6M | -11.8% | +14.4% | -26.1% | -12.7% |
| All | -11.8% | +15.0% | -26.8% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling