-46.8%
COIN vs DFNS
-99.9%
+53.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.3% | -2.3% |
| 7D | -0.1% | +4.6% | -4.8% | -0.2% |
| 30D | +17.5% | -73.9% | +91.4% | +18.2% |
| 3M | +12.4% | -71.7% | +84.1% | +11.1% |
| 6M | -12.5% | -94.6% | +82.0% | -13.2% |
| YTD | -22.7% | -98.1% | +75.3% | -23.3% |
| 1Y | -45.2% | -98.3% | +53.1% | -45.5% |
| 3Y | +112.8% | -99.9% | +212.7% | +93.5% |
| 5Y | -31.9% | -99.9% | +68.0% | -36.9% |
| All | -46.8% | -99.9% | +53.1% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling