-50.7%
COIN vs DTE
+5.6%
-56.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.7% | +4.6% |
| 7D | -6.7% | +4.2% | -10.9% | -6.0% |
| 30D | -19.5% | +10.0% | -29.5% | -18.2% |
| 3M | +0.5% | -2.1% | +2.6% | +1.2% |
| 6M | -25.4% | -4.7% | -20.7% | -25.2% |
| YTD | -33.0% | +9.3% | -42.3% | -39.1% |
| 1Y | -50.7% | +6.6% | -57.3% | -53.3% |
| All | -50.7% | +5.6% | -56.3% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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