-47.5%
COIN vs DLR
+51.9%
-99.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | +0.3% |
| 7D | -10.6% | -1.3% | -9.3% | -9.6% |
| 30D | +16.0% | -2.9% | +18.8% | +18.8% |
| 3M | +11.9% | +3.2% | +8.7% | +7.2% |
| 6M | -12.3% | +3.9% | -16.2% | -16.4% |
| YTD | -23.8% | +21.4% | -45.3% | -37.0% |
| 1Y | -45.4% | +9.7% | -55.0% | -50.5% |
| 3Y | +109.9% | +56.5% | +53.3% | +30.9% |
| 5Y | -30.6% | +41.5% | -72.1% | -51.0% |
| All | -47.5% | +51.9% | -99.5% | -62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling