-30.6%
COIN vs DIS
-41.4%
+10.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -3.2% |
| 7D | -10.6% | -1.3% | -9.3% | -9.3% |
| 30D | +16.0% | +2.2% | +13.7% | +12.4% |
| 3M | +11.9% | +8.1% | +3.8% | +0.7% |
| 6M | -12.3% | +5.2% | -17.6% | -19.5% |
| YTD | -23.8% | -6.3% | -17.5% | -20.1% |
| 1Y | -45.4% | -7.3% | -38.1% | -42.6% |
| 3Y | +109.9% | +33.8% | +76.1% | +27.3% |
| 5Y | -30.6% | -40.7% | +10.1% | -1.4% |
| All | -30.6% | -41.4% | +10.8% | -1.4% |
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