-27.8%
COIN vs DG
-37.9%
+10.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | -5.1% | -6.5% | +1.4% | -3.9% |
| 30D | +17.6% | +4.2% | +13.4% | +16.7% |
| 3M | +9.2% | +9.5% | -0.3% | +7.2% |
| 6M | -11.8% | -13.1% | +1.4% | -10.1% |
| YTD | -22.5% | -4.8% | -17.7% | -22.1% |
| 1Y | -45.9% | +20.6% | -66.5% | -47.8% |
| 3Y | +117.4% | +4.9% | +112.4% | +111.6% |
| All | -27.8% | -37.9% | +10.1% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling