-27.8%
COIN vs DVA
+46.8%
-74.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -5.1% | -1.3% | -3.8% | -4.8% |
| 30D | +17.6% | 0.0% | +17.6% | +17.4% |
| 3M | +9.2% | -10.9% | +20.2% | +11.4% |
| 6M | -11.8% | +17.3% | -29.0% | -16.9% |
| YTD | -22.5% | +59.8% | -82.3% | -35.3% |
| 1Y | -45.9% | +36.3% | -82.2% | -52.1% |
| 3Y | +117.4% | +88.6% | +28.8% | +69.8% |
| All | -27.8% | +46.8% | -74.6% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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