-39.8%
COIN vs DVN
+41.2%
-81.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -4.4% |
| 7D | +3.4% | +1.5% | +1.9% | +3.6% |
| 30D | +23.2% | +14.2% | +9.0% | +26.3% |
| 3M | +12.5% | +5.2% | +7.3% | +14.7% |
| 6M | -11.6% | +11.9% | -23.5% | -11.4% |
| YTD | -18.4% | +32.8% | -51.2% | -19.8% |
| 1Y | -39.8% | +38.6% | -78.4% | -41.7% |
| All | -39.8% | +41.2% | -81.0% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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