-46.6%
COIN vs DRI
+74.3%
-120.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.9% |
| 7D | -5.1% | -3.2% | -1.9% | -2.8% |
| 30D | +17.6% | -7.8% | +25.4% | +23.9% |
| 3M | +9.2% | +0.4% | +8.9% | +7.1% |
| 6M | -11.8% | +4.8% | -16.6% | -17.1% |
| YTD | -22.5% | +16.7% | -39.2% | -34.8% |
| 1Y | -45.9% | +1.5% | -47.4% | -49.4% |
| 3Y | +117.4% | +56.3% | +61.1% | +26.8% |
| 5Y | -29.4% | +66.4% | -95.8% | -63.4% |
| All | -46.6% | +74.3% | -120.9% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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