+117.4%
COIN vs DLTR
+1.4%
+116.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -5.1% | -10.1% | +5.0% | -3.6% |
| 30D | +17.6% | -8.1% | +25.7% | +18.8% |
| 3M | +9.2% | +2.9% | +6.4% | +8.5% |
| 6M | -11.8% | +4.3% | -16.1% | -13.0% |
| YTD | -22.5% | -3.9% | -18.6% | -23.0% |
| 1Y | -45.9% | +18.9% | -64.8% | -47.7% |
| 3Y | +117.4% | +1.9% | +115.5% | +120.1% |
| All | +117.4% | +1.4% | +116.0% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 3y: compounded portfolio wealth divided by compounded DLTR 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…
3y analysis · Full analysis span regression · 6 months rolling