-45.9%
COIN vs DRI
+2.4%
-48.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.9% |
| 7D | -5.1% | -3.2% | -1.9% | -5.5% |
| 30D | +17.6% | -7.8% | +25.4% | +16.5% |
| 3M | +9.2% | +0.4% | +8.9% | +9.2% |
| 6M | -11.8% | +4.8% | -16.6% | -11.6% |
| YTD | -22.5% | +16.7% | -39.2% | -22.9% |
| 1Y | -45.9% | +1.5% | -47.4% | -48.8% |
| All | -45.9% | +2.4% | -48.3% | -48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling