-61.9%
COIN vs DOC
-21.4%
-40.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -2.0% |
| 7D | -6.1% | +6.5% | -12.6% | -10.3% |
| 30D | -24.5% | +9.2% | -33.6% | -29.4% |
| 3M | -7.3% | -2.5% | -4.8% | -5.8% |
| 6M | -31.9% | +7.1% | -39.0% | -35.8% |
| YTD | -40.4% | +33.0% | -73.4% | -53.2% |
| 1Y | -54.4% | +23.3% | -77.6% | -62.0% |
| 3Y | +56.0% | +44.9% | +11.1% | +2.5% |
| All | -61.9% | -21.4% | -40.5% | -51.1% |
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