-63.0%
COIN vs DIS
-23.4%
-39.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -3.0% |
| 7D | -5.3% | +1.9% | -7.2% | -7.3% |
| 30D | -26.2% | +9.2% | -35.3% | -33.2% |
| 3M | -17.1% | +13.5% | -30.6% | -29.2% |
| 6M | -36.7% | +14.3% | -51.0% | -47.0% |
| YTD | -43.6% | +5.4% | -48.9% | -48.5% |
| 1Y | -54.9% | +12.2% | -67.1% | -62.3% |
| 3Y | +37.8% | +37.2% | +0.6% | -19.1% |
| All | -63.0% | -23.4% | -39.7% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling