-39.8%
COIN vs DXCM
+11.0%
-50.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.2% | -3.9% |
| 7D | +3.4% | -3.2% | +6.6% | +3.8% |
| 30D | +23.2% | +6.3% | +16.8% | +22.5% |
| 3M | +12.5% | +21.1% | -8.6% | +9.1% |
| 6M | -11.6% | +20.6% | -32.2% | -13.6% |
| YTD | -18.4% | +32.4% | -50.8% | -21.3% |
| 1Y | -39.8% | +8.8% | -48.7% | -41.3% |
| All | -39.8% | +11.0% | -50.8% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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