+117.4%
COIN vs DGX
+96.4%
+21.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.7% |
| 7D | -5.1% | -0.9% | -4.2% | -5.1% |
| 30D | +17.6% | -1.2% | +18.7% | +17.6% |
| 3M | +9.2% | +15.8% | -6.5% | +10.2% |
| 6M | -11.8% | +18.2% | -29.9% | -10.9% |
| YTD | -22.5% | +37.2% | -59.7% | -22.9% |
| 1Y | -45.9% | +30.4% | -76.3% | -46.0% |
| 3Y | +117.4% | +96.7% | +20.7% | +112.4% |
| All | +117.4% | +96.4% | +21.0% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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