-47.5%
COIN vs DG
-36.8%
-10.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | -10.6% | -6.3% | -4.3% | -9.5% |
| 30D | +16.0% | +2.4% | +13.5% | +15.4% |
| 3M | +11.9% | +12.4% | -0.5% | +9.2% |
| 6M | -12.3% | -14.9% | +2.6% | -10.3% |
| YTD | -23.8% | -6.1% | -17.8% | -23.2% |
| 1Y | -45.4% | +17.9% | -63.2% | -47.1% |
| 3Y | +109.9% | +3.1% | +106.7% | +104.5% |
| 5Y | -30.6% | -38.7% | +8.0% | -9.5% |
| All | -47.5% | -36.8% | -10.8% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling