-45.5%
COIN vs DIS
-41.7%
-3.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.8% | -2.8% |
| 7D | +1.2% | -1.1% | +2.3% | +2.4% |
| 30D | +16.5% | +0.1% | +16.4% | +15.7% |
| 3M | +10.4% | +7.1% | +3.3% | +0.6% |
| 6M | -9.3% | +4.3% | -13.5% | -15.6% |
| YTD | -20.9% | -6.9% | -13.9% | -16.3% |
| 1Y | -40.8% | -10.3% | -30.5% | -35.3% |
| 3Y | +118.0% | +32.8% | +85.2% | +35.6% |
| 5Y | -30.7% | -41.5% | +10.8% | +4.0% |
| All | -45.5% | -41.7% | -3.8% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling