-39.8%
COIN vs DG
+23.4%
-63.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -4.6% |
| 7D | +3.4% | +8.4% | -5.0% | +1.0% |
| 30D | +23.2% | +4.9% | +18.2% | +21.4% |
| 3M | +12.5% | +29.3% | -16.8% | +4.1% |
| 6M | -11.6% | -11.3% | -0.4% | -11.3% |
| YTD | -18.4% | +1.8% | -20.1% | -19.2% |
| 1Y | -39.8% | +25.3% | -65.2% | -42.7% |
| All | -39.8% | +23.4% | -63.3% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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