-50.7%
COIN vs DT
-5.1%
-45.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.4% |
| 7D | -6.7% | -25.5% | +18.9% | +6.1% |
| 30D | -19.5% | -22.3% | +2.8% | -10.3% |
| 3M | +0.5% | +2.3% | -1.8% | -2.2% |
| 6M | -25.4% | +20.7% | -46.1% | -34.2% |
| YTD | -33.0% | +7.9% | -40.9% | -38.9% |
| 1Y | -50.7% | -5.7% | -45.0% | -50.1% |
| All | -50.7% | -5.1% | -45.6% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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