-45.9%
COIN vs DVN
+47.2%
-93.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.8% |
| 7D | -5.1% | +4.5% | -9.6% | -4.4% |
| 30D | +17.6% | +12.0% | +5.6% | +20.1% |
| 3M | +9.2% | +13.4% | -4.2% | +12.5% |
| 6M | -11.8% | +12.1% | -23.9% | -10.6% |
| YTD | -22.5% | +38.8% | -61.3% | -23.7% |
| 1Y | -45.9% | +46.0% | -91.9% | -47.4% |
| All | -45.9% | +47.2% | -93.1% | -47.4% |
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