+117.4%
COIN vs DT
+7.2%
+110.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | -5.1% | -1.6% | -3.5% | -4.2% |
| 30D | +17.6% | +3.0% | +14.5% | +15.7% |
| 3M | +9.2% | +26.5% | -17.3% | -6.2% |
| 6M | -11.8% | +35.9% | -47.7% | -29.0% |
| YTD | -22.5% | +17.8% | -40.3% | -31.8% |
| 1Y | -45.9% | +4.1% | -50.0% | -48.0% |
| 3Y | +117.4% | +5.3% | +112.1% | +94.8% |
| All | +117.4% | +7.2% | +110.1% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling