-47.5%
COIN vs DT
-6.5%
-41.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.7% |
| 7D | -10.6% | -2.5% | -8.1% | -8.7% |
| 30D | +16.0% | +3.5% | +12.4% | +12.7% |
| 3M | +11.9% | +26.7% | -14.8% | -9.3% |
| 6M | -12.3% | +36.1% | -48.5% | -35.2% |
| YTD | -23.8% | +18.6% | -42.5% | -37.2% |
| 1Y | -45.4% | +7.9% | -53.3% | -50.9% |
| 3Y | +109.9% | +8.6% | +101.3% | +77.9% |
| 5Y | -30.6% | -26.7% | -4.0% | -35.3% |
| All | -47.5% | -6.5% | -41.0% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling