-27.8%
COIN vs DOW
-37.7%
+9.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.8% |
| 7D | -5.1% | -1.4% | -3.7% | -4.5% |
| 30D | +17.6% | -3.9% | +21.5% | +19.5% |
| 3M | +9.2% | -12.7% | +21.9% | +15.4% |
| 6M | -11.8% | -13.7% | +1.9% | -10.3% |
| YTD | -22.5% | +28.4% | -50.9% | -40.2% |
| 1Y | -45.9% | +21.8% | -67.7% | -57.2% |
| 3Y | +117.4% | -35.7% | +153.1% | +176.7% |
| All | -27.8% | -37.7% | +9.9% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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