-46.6%
COIN vs DVN
+196.7%
-243.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -5.1% | +4.5% | -9.6% | -6.2% |
| 30D | +17.6% | +12.0% | +5.6% | +13.9% |
| 3M | +9.2% | +13.4% | -4.2% | +4.6% |
| 6M | -11.8% | +12.1% | -23.9% | -16.3% |
| YTD | -22.5% | +38.8% | -61.3% | -31.7% |
| 1Y | -45.9% | +46.0% | -91.9% | -53.4% |
| 3Y | +117.4% | +9.5% | +107.9% | +99.4% |
| 5Y | -29.4% | +125.3% | -154.7% | -39.1% |
| All | -46.6% | +196.7% | -243.3% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling