-46.8%
COIN vs DOCN
+209.5%
-256.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.7% | -7.1% | -4.6% |
| 7D | -0.1% | +26.5% | -26.6% | -11.4% |
| 30D | +17.5% | +2.3% | +15.2% | +14.1% |
| 3M | +12.4% | -21.2% | +33.5% | +19.6% |
| 6M | -12.5% | +130.6% | -143.2% | -53.0% |
| YTD | -22.7% | +175.7% | -198.4% | -63.7% |
| 1Y | -45.2% | +286.6% | -331.8% | -79.2% |
| 3Y | +112.8% | +394.1% | -281.3% | -38.7% |
| 5Y | -31.9% | +92.1% | -123.9% | -69.6% |
| All | -46.8% | +209.5% | -256.2% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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