+117.4%
COIN vs DFNS
-99.9%
+217.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.3% | +1.7% |
| 7D | -5.1% | -6.3% | +1.3% | -5.0% |
| 30D | +17.6% | -74.0% | +91.6% | +18.2% |
| 3M | +9.2% | -70.1% | +79.4% | +8.1% |
| 6M | -11.8% | -93.9% | +82.1% | -12.5% |
| YTD | -22.5% | -98.1% | +75.6% | -23.0% |
| 1Y | -45.9% | -98.3% | +52.4% | -46.2% |
| 3Y | +117.4% | -99.9% | +217.3% | +95.2% |
| All | +117.4% | -99.9% | +217.3% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 3y: compounded portfolio wealth divided by compounded DFNS 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…
3y analysis · Full analysis span regression · 6 months rolling