-46.6%
COIN vs DTE
+34.1%
-80.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | -5.1% | -2.6% | -2.5% | -4.5% |
| 30D | +17.6% | -4.4% | +22.0% | +18.8% |
| 3M | +9.2% | -8.3% | +17.6% | +11.2% |
| 6M | -11.8% | -8.1% | -3.7% | -10.4% |
| YTD | -22.5% | +4.4% | -26.9% | -24.4% |
| 1Y | -45.9% | +0.2% | -46.1% | -46.5% |
| 3Y | +117.4% | +42.6% | +74.8% | +87.9% |
| 5Y | -29.4% | +31.5% | -60.9% | -35.8% |
| All | -46.6% | +34.1% | -80.7% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling