-46.6%
COIN vs DT
-7.1%
-39.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.3% |
| 7D | -5.1% | -1.6% | -3.5% | -3.9% |
| 30D | +17.6% | +3.0% | +14.5% | +14.7% |
| 3M | +9.2% | +26.5% | -17.3% | -11.4% |
| 6M | -11.8% | +35.9% | -47.7% | -34.7% |
| YTD | -22.5% | +17.8% | -40.3% | -35.7% |
| 1Y | -45.9% | +4.1% | -50.0% | -49.9% |
| 3Y | +117.4% | +5.3% | +112.1% | +89.7% |
| 5Y | -29.4% | -27.2% | -2.3% | -33.8% |
| All | -46.6% | -7.1% | -39.5% | -52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling