-41.5%
COIN vs DTE
-1.0%
-40.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.1% | +10.3% | +9.1% |
| 7D | +3.7% | -3.6% | +7.3% | +3.4% |
| 30D | +28.9% | -6.9% | +35.8% | +28.5% |
| 3M | +19.8% | -10.3% | +30.2% | +19.0% |
| 6M | -2.1% | -10.9% | +8.9% | -2.2% |
| YTD | -15.3% | +3.3% | -18.6% | -21.0% |
| All | -41.5% | -1.0% | -40.4% | -42.5% |
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