-58.5%
COIN vs DOC
-16.0%
-42.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.3% | +3.2% |
| 7D | -10.1% | +1.0% | -11.1% | -10.7% |
| 30D | -24.5% | +8.1% | -32.6% | -28.8% |
| 3M | -8.3% | +0.9% | -9.2% | -9.1% |
| 6M | -37.1% | +6.3% | -43.4% | -40.2% |
| YTD | -39.7% | +33.8% | -73.5% | -52.3% |
| 1Y | -55.2% | +21.6% | -76.8% | -62.0% |
| 3Y | +46.7% | +53.4% | -6.7% | -5.3% |
| 5Y | -59.5% | -21.0% | -38.5% | -52.2% |
| All | -58.5% | -16.0% | -42.4% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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