-46.6%
COIN vs DIS
-40.9%
-5.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.0% |
| 7D | -5.1% | +1.2% | -6.3% | -6.3% |
| 30D | +17.6% | +3.2% | +14.4% | +12.8% |
| 3M | +9.2% | +7.0% | +2.2% | -0.4% |
| 6M | -11.8% | +6.4% | -18.2% | -19.8% |
| YTD | -22.5% | -5.6% | -16.9% | -19.3% |
| 1Y | -45.9% | -7.7% | -38.2% | -42.9% |
| 3Y | +117.4% | +33.2% | +84.2% | +35.3% |
| 5Y | -29.4% | -40.3% | +10.9% | +3.7% |
| All | -46.6% | -40.9% | -5.7% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 10y: compounded portfolio wealth divided by compounded DIS 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…
10y analysis · Full analysis span regression · 6 months rolling