-46.6%
COIN vs DGX
+102.7%
-149.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.2% |
| 7D | -5.1% | -0.9% | -4.2% | -4.8% |
| 30D | +17.6% | -1.2% | +18.7% | +18.1% |
| 3M | +9.2% | +15.8% | -6.5% | +4.1% |
| 6M | -11.8% | +18.2% | -29.9% | -16.8% |
| YTD | -22.5% | +37.2% | -59.7% | -32.0% |
| 1Y | -45.9% | +30.4% | -76.3% | -51.7% |
| 3Y | +117.4% | +96.7% | +20.7% | +47.9% |
| 5Y | -29.4% | +67.2% | -96.6% | -50.4% |
| All | -46.6% | +102.7% | -149.3% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling