-46.6%
COIN vs DLR
+54.6%
-101.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.2% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | +17.6% | -4.3% | +21.9% | +22.2% |
| 3M | +9.2% | +3.8% | +5.4% | +4.1% |
| 6M | -11.8% | +5.8% | -17.6% | -17.3% |
| YTD | -22.5% | +23.5% | -46.0% | -36.9% |
| 1Y | -45.9% | +11.1% | -57.0% | -51.5% |
| 3Y | +117.4% | +57.9% | +59.5% | +34.8% |
| 5Y | -29.4% | +44.0% | -73.4% | -50.9% |
| All | -46.6% | +54.6% | -101.2% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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