-27.8%
COIN vs DT
-27.6%
-0.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.6% |
| 3M | +9.2% | +26.5% | -17.3% | -12.0% |
| 6M | -11.8% | +35.9% | -47.7% | -35.4% |
| YTD | -22.5% | +17.8% | -40.3% | -36.2% |
| 1Y | -45.9% | +4.1% | -50.0% | -50.0% |
| 3Y | +117.4% | +5.3% | +112.1% | +87.8% |
| All | -27.8% | -27.6% | -0.3% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling