-30.8%
COIN vs DOC
-24.5%
-6.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -2.9% |
| 7D | +3.4% | -1.5% | +4.8% | +4.5% |
| 30D | +23.2% | -4.8% | +27.9% | +27.9% |
| 3M | +12.5% | +6.9% | +5.6% | +7.1% |
| 6M | -11.6% | +20.7% | -32.4% | -24.4% |
| YTD | -18.4% | +34.1% | -52.5% | -35.7% |
| 1Y | -39.8% | +22.6% | -62.5% | -49.3% |
| 3Y | +136.7% | +20.8% | +115.9% | +94.9% |
| All | -30.8% | -24.5% | -6.3% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling