-47.5%
COIN vs DIA
+69.6%
-117.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | +0.2% |
| 7D | -10.6% | -3.0% | -7.6% | -3.3% |
| 30D | +16.0% | -3.0% | +18.9% | +25.5% |
| 3M | +11.9% | +4.5% | +7.4% | +0.5% |
| 6M | -12.3% | +9.8% | -22.1% | -30.4% |
| YTD | -23.8% | +9.3% | -33.1% | -38.1% |
| 1Y | -45.4% | +16.0% | -61.3% | -61.4% |
| 3Y | +109.9% | +57.7% | +52.1% | -27.6% |
| 5Y | -30.6% | +63.8% | -94.4% | -75.6% |
| All | -47.5% | +69.6% | -117.1% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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